Data driven ETF trading The importance of data accuracy in ETF pricing July 2019In today’s market, trading has become complex and more automated than ever before. Not only is pre- trade activity and price generation data-driven and automated, so too is risk decomposition and basket transparency. Data accuracy can determine how to trade, what to trade and whether to trade at all. Exchange Traded Funds (ETFs) have grown rapidly in the last few years in terms of assets, volume and variety, data accuracy is particularly significant for ETFs, which now have more than €650 billion under management in Europe alone. In Europe there are around sixty ETF providers and nearly nine thousand individual ETF listings across thirteen markets. There is no conformity in data publication (remark

Join for free to read