Read our thought leadership material and client success stories leveraging our trading and market data technology.

  • Trading Ingenuity: Low Latency and Beyond

    Posted 7th December 2017

    The quest for low latency – speed – has been the name of the game in trading over the last decade. But trading ingenuity today demands more than speed. While low latency remains a key factor, today’s smart trading firms have more complex goals.

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  • Making the Market: Building Prices in Fixed Income

    Posted 8th November 2017

    The fixed income markets are going through a period of significant transition, as both economic factors and regulatory reforms force more and more trading into the electronic domain and new liquidity venues proliferate.

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  • Pulling Together the Fixed Income Picture

    Posted 30th October 2017

    Trading venues have launched across fixed income markets in order to fill the void created by the concentration of market makers on the most liquid securities.

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  • Navigating Systematic Internalisation

    Posted 21st September 2017

    Tracking and accessing liquidity in the post-MiFID II landscape will be challenging, writes Ollie Cadman of Vela, particularly under the revised Systematic Internaliser (SI) regime.

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  • Too Much Choice in Fixed Income Trading?

    Posted 14th September 2017

    Many electronic Fixed Income platforms have launched to make trading easier, but there are now so many that the market has become more complicated, writes Brian Cassin at Vela.

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  • Vela Explains Why It Bought OptionsCity and Object Trading

    Posted 2nd August 2017

    Vela's CEO Jen Nayar speaks to The Options Insider's Mark Longo about the two recent acquisitions, OptionsCity Software and Object Trading.

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  • Talking Data, Clouds and Costs

    Posted 27th June 2017

    Vela's CEO Jen Nayar speaks to The Options Insider Mark Longo about data, clouds, and costs.

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  • Demystifying DEA

    Posted 26th June 2017

    Direct electronic access under MiFID II remains a source of uncertainty and concern, writes Ollie Cadman of Vela.

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  • High Performance Technologies for Electronic Execution Webinar

    Posted 15th June 2017

    Vela's Ollie Cadman participates in this webinar which explores the factors firms need to consider when pursuing higher performance in electronic trading execution.

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  • MiFID II Will Change the Market in Six Distinct Ways

    Posted 13th June 2017

    This is the third and final event report following an exclusive MiFID II roundtable event held in London in March 2017. We examine the changes that participants from across the market expect to see in business models, trading patterns, and relationships.

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  • MiFID II Just Got Political

    Posted 30th May 2017

    This is the second in a series of three reports following an exclusive MiFID II roundtable event held in London in March 2017. We touch on the political and secular decisions as it relates to MiFID II.

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  • Five Ways to Prevent MiFID II Technology Decisions from Going Wrong

    Posted 19th April 2017

    This is the first in a series of three reports following an exclusive MiFID II roundtable event held in London on 22 March 2017. We look at how the participants, who came from across the market, emphasised the need to automate more than ever before, and for greater collaboration between buy-side, sell-side, and technology vendors.

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  • The Bright Road Ahead for APAC Market Data Services

    Posted 10th April 2017

    Over the last year the rate of growth has increased as investment firms look for global expansion and Asia exchanges seek to expand their liquidity sources and compete to be the one-stop shop within the region. And as demand for market data increases, the willingness of industry participants in the region to spend on market data solutions instead of attempting to build in-house is notably on the rise. So what are the key drivers behind this change and just how much growth should we expect in the coming year for market data services in APAC countries?

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  • Promised Return from Data Assets Under MiFID II

    Posted 21st February 2017

    European regulators are tearing down the instinctive, qualitative world of trading and replacing it with a measurable, traceable, transparent trading grid. This rigorous framework is imposed by the re-invented Markets in Financial Instruments Directive (MiFID II), coming into force in January 2018. It will make data an invaluable asset for trading desks. The new rules toughen demands upon equity traders – which MiFID I had harmonised across Europe in 2007 – but also expands the directive to the majority of other asset classes including derivatives, fixed income, FX (excl. spot) and commodity derivatives.

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  • SuperFeed case study with Money.Net

    Posted 13th February 2017

    Learn how this award-winning innovator leverages Vela's SuperFeed to power its terminals.

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  • MiFID II Creates Cross-Asset Revolution Across Buy & Sell Side

    Posted 26th January 2017

    The cross-asset nature of MiFID II will demand significant investment from the asset management and banking communities - how will firms address the various challenges in order to stay both compliant and competitive?

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  • OptionsCity FIA Winner Enjoys Weekend with a McLaren

    Posted 23rd November 2016

    Back in October, over 1000 FIA conference attendees entered the OptionsCity drawing for their chance to win a weekend with a McLaren.

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  • Leveraging Open-Source Market Data Distribution for Innovation

    Posted 1st November 2016

    This White Paper, sponsored by OpenMAMA, considers the challenges of complex market data infrastructures and argues the case for adopting an open source approach, encouraging an ecosystem of interchangeable solutions, driving quality upwards and costs downwards.

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  • Addressing the Complex Needs of Modern Electronic Trading

    Posted 18th July 2016

    This Best Execution article features Vela's CTO Aaron Wald as he shares his views on how firms can stay competitive at a time when trading connectivity is getting more complicated than ever.

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