The View

The View

The View is a new quant research series from the London Stock Exchange, delivering thought leadership that is aimed to provide insights into market microstructure topics, enabling a deeper understanding of liquidity dynamics, and provide data to those responsible for investment decisions, trading strategies, and execution outcomes.

LIGHTS, CAMERA, AUCTION!

In this report, 'Lights, Camera, Auction!', we provide insights into the way the close has changed over the last 5 years and dive deep into the microstructure of the auction process, and how alternative mechanisms influence it.
 

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The Fresh Prints of PS23/4

Following the post-trade transparency regime that took effect in April 2024, the first edition of The View explores how this regime has impacted the data you rely on.
 

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