Derived from traded data on the Euronext FX and Euronext Markets Singapore ECNs, the Euronext FX Market Flow offers subscribers daily metrics that reflect market trends.
The Euronext FX Market Flow offers subscribers 180 market-reflecting metrics computed per currency, per hour. This product has been developed together with the Euronext Quant Research team based on their experience in developing Equities market behavioral and market trend data products. Paul Besson, Head of Quant Research, and Clinton Norton, Global Head of Sales, hosted a webinar where they presented the product and our successful backtests.
To watch the webinar, please click the link below.
Quality of execution comparison between Code signatory and Non-Code signatory liquidity providers across Euronext FX
Following our decision to default taker pools to Code signatory LPs with the option for takers to opt-out effective 1 January 2023, this new publication compares the quality of execution between Code and Non-Code signatories. The paper prompts takers to question: Should I retain Non-Code signatories in my liquidity pool? What will be the impact on my liquidity pool? Is there value in keeping Non-Code signatories for certain groups of currency pairs (G10 vs EM)?Written by Paul Besson and Mehdi-Lou Pigeard
To obtain a copy of the paper, please click the link below.