Bulletin board
On this page Burgundy will publish relevant presentations, articles, links etc on discussed topics.
Fidessa - follow the fragmentation: http://fragmentation.fidessa.com/
Also, check out the Fragulator to see how and where stocks are traded: http://fragmentation.fidessa.com/fragulator/
Battlemaps - The battle maps rank the competing trading venues based on trading volumes, spreads, order book depths and the percentage of the time they offer the absolute best European prices. LiquidMetrix analyses the major European indices on a weekly basis and concludes data regarding this important market information:http://www.if5.com/LiquidMetrix/Battlemap?index=OMXS30
Thomson Reuters - Every month they publish market share reports which shows the fragmentation between exchanges and other venues: http://thomsonreuters.com/products_services/financial/financial_products/a-z/market_share_reports/
Nordic Light - The new consolidated market data feed: http://en.wikipedia.org/wiki/Nordic_Light_data_feed
Nordic Annual Report Survey - Burgundy has done a survey covering the annual reports of 2009 and 2010 of all the large cap companies in Sweden, Norway, Finland and Denmark to see if they inform about the total trading in their stock. Please see the presentation below.
If you have any feedback or questions, please contact Kara Laliberte.
