Tokyo Stock Exchange implemented the third phase in its ‘small tick size’ program on June 5th 2023. This program began in 2014 with the introduction of smaller tick sizes for the TOPIX 100 instrument universe and the most recent change extends the smaller tick sizes to include all stocks in the TOPIX 500.
Insights, updates & resources powering smarter trading decisions.
Informative reports across a range of topics
In recent years, time series similarity search has emerged as a powerful tool for analysing sequential data, offering flexibility and effectiveness in identifying patterns and anomalies across potentially large datasets. This report evaluates the use of time series similarity search to enhance intraday price prediction in equities markets.
Explore videos showcasing analytics, strategy, and expert perspectives.
Trading research
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- Measurement is the first step towards optimisation
- Better understanding equals better trading
- Within your unique perspective lies the secret to boosting your trading alpha
Streaming analytics to optimise your trading
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- Transform data into analytics to shine a light on market behaviour
- Improved understanding leads to better decision making
- Delve deeper, refine strategies, improve performance
News & Articles
STAC Summit Sydney
Cat was featured on the agenda at STAC Summit Sydney at the ASX with a presentation on how to optimise execution with microstructure-aware analytics.
The stock exchange is a dynamic ecosystem shaped by order flow, liquidity provision, and venue-specific mechanics. Her presentation explored how a deeper understanding of market microstructure can reveal actionable insights for traders and quants looking to optimise execution strategies. She demonstrated how granular data can be transformed into metrics that capture behaviour, price impact, momentum, and liquidity shifts and shared practical techniques and technical approaches for building analytics that operate close to the data, reducing latency and enabling faster iteration on trading hypotheses.
ODBMS Industry Watch
Our CEO Cat Turley was featured in odbms.org, chatting to Roberto V. Zicari about the challenges of intra-trade monitoring, quant research and the importance of meaningful TCA/execution analysis.
Cat in conversation with Peter Finter, CMO of KX
Our CEO, Cat in conversation with Peter Finter, CMO of KX, on the future of trading analytics. Their discussion focused on how NLP can democratise data access, why AI needs human level scrutiny, the importance of iteration in understanding market trends and the opportunities missed by under-estimating the value of data.
KX Meetup in New York
Cat presented at the KX Meetup in New York on how to leverage KX for better trading decisions. The starting point of optimising trading is all about understanding : whether it’s historical trading costs and patterns what you are trading or the features of the markets and how those features impact your trading processes. A robust analytics platform can help trading desks delve in to the detail hiding within market data to identify and capitalise on opportunities to optimise and innovate.
KX Meetup in London
Cat spoke at the KX Meetup in London on Driving Trading Success with kdb+. Her presentation introduced a variety of use-cases and challenges where KX adds value by convering data into actionable value including Intra-Trade Monitoring, Trading Analytics, Back-testing, Best Execution and Surveillance before diving dep into the topic of Quant Research and how to maximise efficiency and effectiveness of quant research teams.
JPX
Cat presented an analysis of the market microstructure impacts of the Arrowhead 4.0 release at JPX.
KX Meetup in Hong Kong
Cat presented at the KX Meetup in Hong Kong on the challenges of turning data into value. A highlight of her presentation was the debut of our latest project: a natural language interpreter that democratises access to trading insights. This is the future of trading analytics—where every user, regardless of technical background or ability, can unlock a deeper understanding of trading behaviour.
Fix Australia Conference
Cat moderated a panel with Robert Capistron, Virtu and James Hammond, FlexTrade on the use of AI in trading. The conversation covered the current use cases, recent process in Gen-AI integrations and practical advice to clients on how to take better advantage of the tools at their disposal.
Sydney Quant Meetup
We were honoured to host the inaugural Sydney Quant Meetup sponsored by ICE & KX in our offices. Our goal was to create a social event for the community to connect, network, share ideas and collaborate. It was an incredible evening of networking and conversation with some fascinating presentations.
Webinar with Feargal Murphy of KX & Leon Liang of ICE
Cat joined Feargal Murphy, KX + Leon Liang of ICE for a webinar where they aimed to explore best practices for optimizing trade execution, sharing critical strategies and real-world solutions that leading firms are using to turn tca into a powerful driver of trade performance and risk management.
Institutional Investor Forum in Rome
An invitation to speak at Institutional Investor Forum in Rome is an opportunity too good to turn down, and Cat was thrilled to represent the KX-ExeQution partnership with a presentation on Boosting Execution Alpha: Using Data, Analytics & AI for Better Trading Outcomes. In today’s markets, understanding and measuring the incremental value of trader decisions, changes in market behaviour and optionality of trading tools is more critical than ever. Effective trading research should not only explain what happened, but delve deeper to explore the reasons driving this behaviour and identify actionable insights to improve future trading decisions.
Waters Technology
ExeQution Analytics was featured in Waters Technology : Startup Helps Buy Side Firms Retain Control Over Analytics.
KX Meetup Sydney
ExeQution Analytics was proud to host first KX Meetup Sydney in several years in our offices at Chifley Square. Developer meetups are a great opportunity to get the Sydney kdb+ community together and we had a fantastic time making new connections and rekindling old ones! Great evening with insightful presentations from Enda Gildea and Sam Stanton-Cook (who knew NRL could be so geeky!)
Fix Conference Hong Kong
Cat joins Winter Chan of JPMAM, Michael Barbera of IRESS and Jade Barot of Liquidnet on stage at the FIX Conference in Hong Kong to discuss the use of Data, Analytics and AI to improve trading performance.
Are you making the most of your market data?
In her latest piece featured by Global Trading, our CEO, Cat Turley provides some tips on how you can turn a cost centre into a revenue generator, by transforming data into value.
ExeQution Analytics featured in Global Trading
Our analytics framework, powered by our partnership with KX, is featured in Global Trading.
Analytics Framework from ExeQution Analytics is unveiled
We are delighted to unveil our analytics framework. Cat speaks to Jame Di Basio about the advantages it offers to banks and buy sides who need to make better sense of their trading algorithms – and prepare for the eventual introduction of generative artificial intelligence onto the floor.
Improve your understanding.
Improve your trading decisions.
A robust analytics platform can deliver the insights you need. ExeQution Analytics can help you make this platform a reality.
