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

  • 2020 Upcoming market and exchange-driven changes

    Posted 24th November 2020

    Download our handy guide to upcoming exchange changes.

    Read More
  • Exchange-Driven Changes: Key Stats from Q1-Q3 2020

    Posted 14th October 2020

    Exchange-Driven Changes require careful end-to-end management and dedicated resources to assess and implement, and all this is to simply maintain the status quo for a firm.

    Read More
  • The democratization of direct market access

    Posted 29th September 2020

    DMA has become increasingly pervasive across the industry in recent years, particularly amongst principal trading groups but also with an increasing number of hedge funds and other buy-side firms engaged in algo trading.

    Read More
  • FIX NextGen: Providing continuity across generations of traders

    Posted 9th September 2020

    Vela's Sapna Swaly talks about FIX NextGen's initiative to encourage new technologists to join and contribute to the FIX Community.

    Read More
  • Marketplaces in the cloud: It’s about much more than data

    Posted 2nd September 2020

    Vela’s Director of Infrastructure and Security Stacy Mallon participated in an enlightening industry panel hosted by FISD discussing a marketplace for market data products.

    Read More
  • Maintaining peak performance in a pandemic: Vela eyes the next phase

    Posted 11th August 2020

    Vela shares our views on how the global pandemic has affected us and the industry.

    Read More
  • Direct Market Access in the Modern Financial Era: A New Level of Control

    Posted 28th July 2020

    This industry white paper produced by The Realization Group with data provided by Acuiti, explores how DMA is continuing to evolve and investigates how the trend towards a modular, interoperable, component-based offering is reshaping the environment across all asset classes.

    Read More
  • Harrington Starr: Fintech Focus TV COVID-19 Special

    Posted 20th July 2020

    Vela's Rob Lane and Ollie Cadman catches up with Harrington Starr's Toby Babb about managing through the pandemic.

    Read More
  • Has the evolution to managed services just become a revolution?

    Posted 1st July 2020

    The sudden shift in operating models may well have a lasting effect on operations going forward; what was a long-term strategy, vision or aspiration is now a tangible short- to medium-term project, being delivered as the ‘new normal.’

    Read More
  • How this options trading firm was ready to trade new markets within 48 hours

    Posted 25th June 2020

    Read this case study to find out how the firm was able to quickly take advantage of high volumes and volatility.

    Read More
  • Unleashing the power of the cloud for market data

    Posted 26th March 2020

    Conversations about cloud adoption are now when, not if and are more focussed on the value that can be added by cloud adoption, above and beyond infrastructure savings.

    Read More
  • Trading without borders

    Posted 24th March 2020

    Gerry Turner, Global Head of Platform as a Service, contributes to this report led by BSO on "Trading without Borders: How can financial firms breakdown barriers and tackle new markets?"

    Read More
  • FinTech Focus

    Posted 12th March 2020

    Vela is profiled in Harrington Starr's Most Influential Financial Technology Companies of 2020.

    Read More
  • Industry Report: Capitalising on the evolution of the Fixed Income markets

    Posted 10th March 2020

    Download this in-depth report on how firms can take advantage of the increased electronification of Fixed Income markets

    Read More
  • Addressing eTrading challenges in Fixed Income

    Posted 2nd March 2020

    How sell-side banks are following the lead of electronic liquidity providers

    Read More
  • Exchange-Driven Changes: Key Stats from 2019

    Posted 29th January 2020

    Exchange-Driven Changes require careful end-to-end management and dedicated resources to assess and implement, and all this is to simply maintain the status quo for a firm.

    Read More
  • Drop copies and risk management in pre- and post-trade solutions

    Posted 22nd January 2020

    As order and trade messages reach into the multiple millions, brokers need appropriate pre-trade and post-trade technology to capture drop copies and manage risk

    Read More
  • The Race to SOFR: A new year, a new benchmark to seize trading opportunities

    Posted 8th January 2020

    The evolving market for non-LIBOR contracts will create greater potential for rapid trading strategies.

    Read More
  • Gaining an edge in derivatives market access in Asia Pacific

    Posted 2nd December 2019

    As global trading strategies are brought to local APAC markets, firms will need to optimise their market access connectivity and execution technology infrastructure.

    Read More
  • An Insight into Vela

    Posted 22nd November 2019

    At Vela, we want to be a living, breathing example of a firm that doesn’t just talk about the value of our people, but one that does something about it.

    Read More
  • In the fragmented world of Fixed Income, the buy-build debate heats up

    Posted 22nd November 2019

    While the rise of electronification in the fixed income space creates more opportunities around workflow automation, efficiencies are emerging. From trading to settlement, workflow automation touches the entire trade lifecycle, increasing the pressure to cut cost and do more with less.

    Read More
  • Taking low latency to the next level and rolling out in Asia

    Posted 21st November 2019

    Vela's Product Manager Ahmed Heikal sits down with John Lothian News at FIA Expo 2019 to talk about some of our latest initiatives.

    Read More
  • Definitive Guide to Market Data

    Posted 29th August 2019

    When a company, contract or instrument becomes a tradable entity on a stock exchange the amount of data associated with that entity grows exponentially. This data can be grouped into different categories of data, such as reference data, fundamental data and market data.

    Read More
  • In the world of crypto trading, it’s better to be smart than fast

    Posted 30th July 2019

    In an industry as technology-centric as crypto trading, it’s somewhat ironic that speed might be less important than many people might think.

    Read More
  • Build and buy? For financial trading systems, it’s no longer just a binary question

    Posted 24th July 2019

    For years, strategic discussions concerning financial trading technology have centred on one burning question: build or buy. But firms are now looking beyond the binary either/or framework and realising the advantage of both approaches.

    Read More
  • Vela’s Latency Outlook in 2019: Quality and Quantity

    Posted 2nd July 2019

    Vela's Global Head of Product Management and Business Operations Ollie Cadman talks to John Lothian News on latency in today's market environment.

    Read More
  • Are you ready for RFQs in electronic trading?

    Posted 25th June 2019

    In this blog post, Vela's Pat Gardner looks at how this trend is evolving and what are the implications from a technology perspective.

    Read More
  • Industry Report: The Crypto Challenge - Boosting institutional trading in a fast-evolving market

    Posted 10th June 2019

    This an exciting and fast-growing market but there is a lot to be done to standardise, consolidate and regulate it efficiently. Our industry experts and innovators address the possibilities, challenges and solutions for the future growth of institutional crypto trading.

    Read More
  • Institutional Crypto Trading: Gearing up for the next phase

    Posted 15th May 2019

    Looking at the evolution of cryptocurrencies, are we entering a new phase? Could this possibly be the start of the “crypto-gets-its-act-together” era, where crypto finally goes mainstream? In this latest blog post, Peggy Sullivan of Vela looks at how the building blocks around institutional adoption of crypto trading are being put together.

    Read More
  • Algo trading software and the human touch: Finding the execution sweet spot

    Posted 28th March 2019

    As market electronification has taken off, market players have been focused on low-touch or no-touch execution solutions. But there are still times when a trader wants to step in and take control of the situation. In this latest blog post, Vela's Ahmed Heikal looks at the growth of hybrid algo trading.

    Read More
  • Electronic Liquidity Provider Connects to Vela’s Multi-Broker DMA Platform, Rapidly Scales Business

    Posted 1st March 2019

    See how Vela's DMA platform enabled this client to adopt a profitable multi-broker business model with a multi-broker, multi-market DMA environment.

    Read More
  • Definitive Guide to DMA

    Posted 22nd February 2019

    Direct Market Access (DMA) is a method of electronically trading securities on exchanges or other markets. It is typically used by investors and traders using systematic algorithmic strategies that require the minimum distance and systems between them and the exchange.

    Read More
  • Aiming to Capitalize on a Shifting Liquidity Landscape?

    Posted 30th January 2019

    Platform-as-a-service (PaaS) used to be a buzzword, now it’s a sensible strategy for ambitious trading firms looking to differentiate their offering and increase their profitability.

    Read More
  • How to achieve market data cost reduction

    Posted 15th January 2019

    Learn how this FinTech company improved the reliability, performance, data quality and coverage of its market data delivery while lowering the total cost of ownership.

    Read More
  • SONIA: Trading Opportunities in an Emerging Benchmark

    Posted 3rd December 2018

    SONIA futures are growing fast, but smart technology is needed to connect and scale up with the three exchanges that provide them.

    Read More
  • Industry Report: Systematic Internalisers - Challenges and Opportunities in a MiFID II Era

    Posted 31st October 2018

    MiFID II broadens the scope of the systematic internaliser (SI) regime, not only to cover more asset classes, but also to apply more stringent rules, with the aim of improving pre-trade transparency and improving price efficiency and client executions.

    Read More
  • Nasdaq TradeTalks: Cryptocurrency Data Feed

    Posted 23rd October 2018

    Vela's Global Head of Product Management and Business Operations Ollie Cadman talks to Nasdaq's Jill Malandrino about our cryptocurrency data feed offering in partnership with CoinMarketCap.

    Read More
  • Talking Options, Crypto and More with Vela

    Posted 15th October 2018

    Vela's CEO Jen Nayar gives The Options Insider's Mark Longo an update on options, crypto and more.

    Read More
  • Pressing the PaaS button

    Posted 8th October 2018

    Firms involved in derivatives markets today face unprecedented margin pressure, from a combination of falling volumes, lower transaction revenues and a high, inelastic cost base. But what if firms’ assumptions about the cost side are incorrect? What if firms could operate on a lower cost basis to achieve faster or better data analysis, superior trade execution and broader coverage of market access? This is all adds up to a Platform-as-a-Service (PaaS) model.

    Read More
  • Who killed the kernel?

    Posted 4th October 2018

    High performance algorithmic trading involves sophisticated software and hardware components operating in harmony to effectively accomplish market operations. Traders are continually seeking faster market data and order execution services with lower slippage to more accurately qualify their orders. As volumes continue to rise, firms are faced with increasing levels of throughput while still needing to maintain their current or even lower latency targets in order to stay competitive.

    Read More
  • Growing and enhancing operations trading functionality

    Posted 11th July 2018

    Read about how this proprietary trading firm connects to Vela’s Metro trading platform to further grow and enhance its operations trading functionality.

    Read More
  • Many sources of liquidity, many sources of uncertainty

    Posted 28th June 2018

    We're six months on from the introduction of MiFID II and it’s still too early to tell with any certainty where liquidity will flow. This is partly due to the staggered timetable for rolling out a central feature of this new landscape: Systematic Internalisers (SIs).

    Read More
  • Turning Risk Management on its Head

    Posted 13th June 2018

    Vela's Global Head of Platform as a Service Gerry Turner talks to TRADE TV on pre-trade risk.

    Read More
  • Avoiding collateral damage: an intelligent approach to pre-trade risk

    Posted 13th June 2018

    Avoiding the pain points of pre-trade risk controls may be tough, but it is possible, through the use of API-based systems that normalise information across markets, identify gross exposures and allow controls to take account in real time of any risk offsetting.

    Read More
  • Nasdaq TradeTalks: Challenges & Opportunities with MiFID II

    Posted 12th June 2018

    Vela's Head of Business Operations Ollie Cadman talks to Nasdaq's Jill Malandrino about the challenges and opportunities created by MiFID II.

    Read More
  • Roundtable Report: Systematic Internalisers: Challenges and Opportunities in the MiFID II era

    Posted 12th June 2018

    Discussion hosted by The Realization Group, led by Vela, Aquis Exchange and Hudson River Trading, on May 23, 2018

    Read More
  • Talking Options Tech and Crypto with Vela

    Posted 11th June 2018

    Vela's Head of Business Operations Ollie Cadman talks to The Options Insider's Mark Longo about options technology and crypto.

    Read More
  • Vela’s Plans Post-Acquisitions

    Posted 31st May 2018

    Vela's CEO Jen Nayar talks to John Lothian News about where the company sees opportunity after its double acquisitions of OptionsCity and Object Trading in the summer of 2017.

    Read More
  • Changing landscapes: Electronic trading picks up the pace in commodity markets

    Posted 23rd May 2018

    In the commodities space, the rate of adoption of electronic trading has been markedly slower. But the past year in particular has seen a notable upturn in demand for electronic commodities trading, from both newer entrants as well as more established venues.

    Read More
  • As multi-asset trading takes off, trading systems need to keep pace

    Posted 30th April 2018

    Thanks to the growth of the “as-a-service” technology model and the development of hundreds of financial APIs seen in recent years, such market globe-trotting has become a lot easier and much more cost-friendly for firms that want to expand their horizons.

    Read More
  • At your service: A new model for technology in the front office gains traction

    Posted 25th April 2018

    Across a variety of industries, there are clear signs of increased spending on managed services. Whether it involves software-as-a-service (SaaS), infrastructure-as-a-service (IaaS) or platform-as-a-service (PaaS), a raft of reports and surveys show rising appetites for this new way of doing business.

    Read More
  • When Dark Pools Go Dark

    Posted 26th March 2018

    New block trading venues that had been slowly ramping up in recent years have now been fully unleashed, gaining traction as dark trading is curbed under the MiFID II regime.

    Read More
  • MiFID II: Illuminating the Dark

    Posted 21st March 2018

    In this article, Vela's Denver Currie looks at how the new market structure framework has been created to improve transparency, and explains why firms need the right technology to navigate the post January 3rd marketplace.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • Demystifying DEA

    Posted 26th June 2017

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

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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?

    Read More
  • RTS 6 Compliance – Complete Guide

    Posted 1st April 2017

    The main requirements of MiFID II became effective in January 2018. This includes many of the regulatory technical standards (RTS).

    Read More
  • 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.

    Read More
  • 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?

    Read More
  • 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.

    Read More
  • 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.

    Read More
  • 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.

    Read More
Ready to get started?Contact Us

Enter a search term and hit return when you’re ready