The Shifting Sands of Global Trading, Part 1: The Sell-Side’s Multi-Asset Trading Migration

Report Summary

The Shifting Sands of Global Trading, Part 1: The Sell-Side’s Multi-Asset Trading Migration

The U.S. sell-side is already progressing to multi-asset trading; European and Asia-Pacific adoption will soon follow.

Boston, September 30, 2015 – The explosion in trading venues and increased electronification of markets over the last decade coincides with snowballing regulation of institutional trading and investor demand for performance. In North America, the sell-side has widely adopted a new multi-asset trading approach originally pioneered five years ago by a few bleeding-edge firms. This approach pressures firms’ traditionally siloed trading areas to work together as well as intensifies the need for technology, exchanges, markets, and enlightened regulations to facilitate this type of trading.

The fervent global search for alpha is driving those North American trends more quickly to the less mature markets, where more and more of that alpha is being found. This research highlights the proliferation of the sell-side’s new multi-asset approach to trading in North America and the expected acceleration of its typical West-to-East migration from its usual 10 years to as few as five. It is based on an Aite Group quantitative survey and qualitative phone interviews conducted with executives engaged in or managing institutional trading across the globe.

This 42-page Impact Report contains 35 figures and two tables. Clients of Aite Group’s Institutional Securities & Investments service can download this report.

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