Publications Filter Algo Performance Benchmark Analysis Cost Analytics Market Conditions Market Liquidity Market Regimes WMR Market Regimes Pete Eggleston 29/04/2019 Market Regimes Pete Eggleston 29/04/2019 Predicting Volatility & Liquidity Regimes using Machine Learning Read More Pete Eggleston 26/03/2019 Pete Eggleston 26/03/2019 Finding and balancing the “Sweet Spot” on an RFQ Panel Read More Cost Analytics Pete Eggleston 06/03/2019 Cost Analytics Pete Eggleston 06/03/2019 High Frequency Volatility Measures: An Exploration Read More Market Conditions Pete Eggleston 26/02/2019 Market Conditions Pete Eggleston 26/02/2019 Measuring the Unmeasurable? Read More Pete Eggleston 07/01/2019 Pete Eggleston 07/01/2019 BestX Case Study: Making RTS28 Useful Read More Pete Eggleston 20/12/2018 Pete Eggleston 20/12/2018 BestX Case Study: Generating YTD Reports Read More Pete Eggleston 25/09/2018 Pete Eggleston 25/09/2018 Exploring data driven methods for measuring expected transaction costs in FX Read More Pete Eggleston 29/08/2018 Pete Eggleston 29/08/2018 BestX Case Study: Monitoring Trends in Performance Read More Pete Eggleston 14/08/2018 Pete Eggleston 14/08/2018 FX Algos – a proposed taxonomy Read More Pete Eggleston 02/08/2018 Pete Eggleston 02/08/2018 BestX Case Study: Identification & Management of Outlier Transactions Read More Market Conditions Pete Eggleston 22/06/2018 Market Conditions Pete Eggleston 22/06/2018 Volume Prediction in the FX Market – learning from Earthquakes and Tremors Read More Cost Analytics Pete Eggleston 02/05/2018 Cost Analytics Pete Eggleston 02/05/2018 Measuring the impact of the Turn in FX markets Read More Older Posts
Market Regimes Pete Eggleston 29/04/2019 Market Regimes Pete Eggleston 29/04/2019 Predicting Volatility & Liquidity Regimes using Machine Learning Read More
Pete Eggleston 26/03/2019 Pete Eggleston 26/03/2019 Finding and balancing the “Sweet Spot” on an RFQ Panel Read More
Cost Analytics Pete Eggleston 06/03/2019 Cost Analytics Pete Eggleston 06/03/2019 High Frequency Volatility Measures: An Exploration Read More
Market Conditions Pete Eggleston 26/02/2019 Market Conditions Pete Eggleston 26/02/2019 Measuring the Unmeasurable? Read More
Pete Eggleston 20/12/2018 Pete Eggleston 20/12/2018 BestX Case Study: Generating YTD Reports Read More
Pete Eggleston 25/09/2018 Pete Eggleston 25/09/2018 Exploring data driven methods for measuring expected transaction costs in FX Read More
Pete Eggleston 29/08/2018 Pete Eggleston 29/08/2018 BestX Case Study: Monitoring Trends in Performance Read More
Pete Eggleston 02/08/2018 Pete Eggleston 02/08/2018 BestX Case Study: Identification & Management of Outlier Transactions Read More
Market Conditions Pete Eggleston 22/06/2018 Market Conditions Pete Eggleston 22/06/2018 Volume Prediction in the FX Market – learning from Earthquakes and Tremors Read More
Cost Analytics Pete Eggleston 02/05/2018 Cost Analytics Pete Eggleston 02/05/2018 Measuring the impact of the Turn in FX markets Read More
