Several financial market dislocations associated with heightened equity market volatility impacted trading earlier this year. This market activity attracted new traders to total return futures (TRFs) as the relationship between short-term and long-term repo rates fell outside of historical norms.
Auctions are an important part of market structure and we are open to ongoing dialogue and innovation in this space. We do wish to highlight that whenever auctions are used as a matching model these should be truly price forming and competitive. Most importantly, to support fair and transparent trading, market participants should be provided with as much information as possible during auctions and we support the enabling of this as far as possible. We are pleased to see recognition of Paul R Milgrom and Robert B Wilson’s work on improvements in auction theory and the possibility of new auction formats
The Tech Starters program is a great initiative – whether you are a graduate or an experienced hire, not many tech people have prior exposure to financial markets. At Optiver, we expect end-to-end ownership from our engineers, which means they need to interact a lot with trading teams to understand how the systems are supposed …
Equal information dissemination is fundamental to ensuring fair and transparent markets for all. Over the years, the time difference between private and public data feeds at exchanges has led to controversy and debate. This paper explains the data feed mechanism and reasons why it is implemented by exchanges.
As the Optiver Group, we have always been committed to improving the market, it is at the heart of everything we do. We believe that financial markets should reflect society’s values, which is why we are increasingly focused on market making ESG products. We are proud that one of our subsidiaries, Amsterdam Derivatives B.V. a …
Investors and the capital markets are best served through the delivery of a low-cost, real-time Consolidated Tape of all transactions executed within the Union. Optiver advocates for the intervention by legislators and regulators to form a public utility Consolidated Tape Provider (CTP) that can deliver a low-cost, real-time Consolidated Tape (CT) of post-trade data.
We had a chat with Bob Muijs, he started as a Trading Analyst at Optiver and is now a full time Trader at the firm. His interest in financial markets, combined with the excitement and energy he experienced on the trading floor got him hooked on Optiver. He holds a Master’s degree in Quantitative Finance and a Bachelor’s degree in Econometrics and Economics from the Erasmus University of Rotterdam.