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Articles by Gabriel Wang
Data Analytics Overtakes Big Data
By Ivy Schmerken Is the term ‘big data’ headed for the dustbin of history? In capital markets, firms are experimenting with emerging technologies such as machine learning to glean insights from internal and external data sets.
U.S. Listed Equity Options Markets: Where Have All the Cowboys Gone?
Boston, January 31, 2019 – One of the most important trends in the U.S. options market to date is the exit of market-making firms. Many market-makers have packed up millions of dollars of technology and turned into professional traders—a move that diminishes market quality and transparency. But a meaningful, sustained shift to a new higher-volatility regime, driven by the macroeconomic environment shifts, would change the rules of the game.
Alternative Data Solution and Service Providers: A Guide
Boston, October 11, 2018 – Asset managers have a growing universe of alternative data sets that they can use to support investment decisions, and advanced technologies are enabling the processing of these data sets at an unheard-of efficiency level. Every buy-side firm must consider what alternative data brings to the table for its core business when deciding whether to implement an alternative data strategy and which solution provider to work with.
The Cryptocurrencies Market Landscape: A New Frontier
Boston, July 11, 2018 – Bitcoin has failed to gain much attention and adoption for its original purpose, which is to serve as a digital cash payment system replacing the fiat currency payment system. But both trading volume and market cap of bitcoin have grown dramatically over the past few years and have led to an entirely new market of tradable instruments, which are collectively known as cryptocurrencies.
DLT Solution Providers in Capital Markets: Blockchain as a Service
Boston, March 6, 2018 – 2017 saw a lot of blockchain experimentation in the form of proofs of concept and even pilots in financial services, as well as a number of other industries. For these to move forward to production in 2018, the technology needs to mature in a few key areas, including system performance at scale, data security and confidentiality, and integration and interoperability with legacy systems and between blockchain systems.
Smart Beta Investing: A Sweet Spot in the Active/Passive Spectrum?
Boston, January 31, 2018 – One of the key new products at play when considering active versus passive investment styles is the suite of smart beta offerings, which use elements of both approaches. Although active managers have deployed many of these factors in the past few decades, money management firms started to package them into smart beta investment vehicles only over the last five years.
Global Listed Derivatives 2017 Midyear Update: Where’s the Volatility?
Boston, October 12, 2017 – For the 12-month period since Q2 2016, global derivatives trading volume has stayed fairly stagnant overall, with periodic and short-lived surges. Super-high-speed computing enables participants to react to news and events, and fire off thousands of algorithmic orders in mere milliseconds, resulting in market volatility that is hard to sustain beyond a few minutes, let alone a few hours or longer.
Active vs. Passive Investments: Is the Industry Engaging in the Wrong Debate?
Boston, September 14, 2017 – Ever since the global financial crisis, passively managed index funds have attracted increasing amounts of investors’ dollars. This structural shift in fund flows was primarily due to the low fees these products charged and to actively managed funds’ disappointing performance.
Capital Markets Union: Blue-Sky Thinking in a Gray-Sky World
London, 27 June 2017 – In order to address the inefficiencies in the European capital markets, the European Union proposed a series of reforms to form a CMU that shall bring financial stability to the union. How difficult this is from an operational perspective? How it will conflict with and/or complement other regulations? And how much of a burden will it place on firms?
Global Listed Derivatives Market Update, 2016: Uncertainty Ahead
Boston, December 1, 2016 – The market dynamics since the second half of 2015 have been somewhat a continuation of an ongoing global theme of low interest rate environments and deflated commodity prices. Despite several “black swan”-like geopolitical events that surprised most market participants, global derivatives trading volume has been fairly stagnant overall, with periodic and short-lived volume surges.
Electronic Trading in Asia: Migrating Trading Methods and Trends
Boston, June 15, 2016 – The Asia-Pacific economies benefited greatly from a rapid increase in mass retail trading and institutional investment following the global financial crisis, thanks to the electronic trading adoption migrating from Western markets to Eastern ones. Where are the Asian markets now in terms of trading evolution compared to the developed Western markets? And how far and how fast will trends move forward?
Japanese Securities Market: The Sun Rises Again
Boston, June 9, 2016 – The third-largest capital market in the world by market capitalization, Japan is characterized by a stable market structure, conservative and deposit-oriented retail investors, and highly computerized trading. After peaking in 2007 and experiencing a long period of bear markets following the 2008 financial crisis, the market experienced an Abenomics-triggered recovery in 2013.
Emerging World: China’s Promising, Untapped Fixed Income Market
Boston, March 16, 2016 – With healthy liquidity, diverse product selection, attractive yields, and portfolio diversification benefits, China’s onshore fixed income market offers global investors a promising asset allocation option. As this market expands and increases in global prominence, new opportunities will emerge not only for international investors and broker-dealers but also for financial technology and infrastructure providers.
Emerging World: Can Russia’s Equities Market Come in From the Cold?
Boston, February 18, 2016 – Russia’s equities market earned its reputation as a lucrative investment destination in the mid-2000s and again during the post-global financial crisis emerging-market renaissance. The severe challenges posed to the Russian market during the past 24 months have catapulted the equities market into a state of apparent turmoil; however, aspects of Russia’s market valuation and economic outlook may yet offer the potential for a market revival.
Inverse and Leveraged Funds: Swing for the Fences Every Day?
Boston, January 20, 2015 – Inverse and leveraged funds were first introduced as short-term alpha-generating tools that rebalance or reset their portfolios daily. Some newer entrants to this category have launched funds that rebalance their portfolios for periods longer than a single day, henceforth allowing investors to make directional bets for intermediate time horizons.
Demystifying Blockchain in Capital Markets: Innovation or Disruption?
Boston, September 9, 2015 – With the initial exuberance over bitcoin waning quickly, the underlying blockchain technology has become the next big thing in financial services technology. Conceptually attractive yet hard to tangibly pin down or explain, blockchain has the potential, to some, to be the greatest technology innovation since the Internet.
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