The Hive Café is our online only, drop in conversation format. Join informal chats on community hot topics and priority lists. Share stories, ask questions and collaborate for sustained change with a group of trusted peers. As always with our Hive Cafés, come armed with a cup of coffee and an open mind.
Check out our upcoming schedule and get involved below!
Your Peer Group Is Your Secret Source – Closed Doors, Open Minds, Chatham House Rule Applies.
Non-Bank Liquidity
27th March 2025 – 1pm (GMT)
EU & US | FX
As traditional banks face increasing regulatory constraints, non-bank liquidity is playing a larger role in the market. This session examines their growing market presence, the challenges they encounter, and how their involvement impacts price discovery and market stability.
Algo Wheels: Refining Algo Wheels to Respond to Market Developments
10th April 2025 – 10AM (BST)
EU | EQ
Algorithmic trading wheels, which help traders systematically select the best execution algorithms, are evolving in response to shifting market conditions. This session explores improvements in data-driven selection models, automation strategies, and dynamic adjustment mechanisms to enhance execution outcomes.
South Korea’s FTSE Russell Index Inclusion: Navigating Opportunities and Challenges
10th April 2025 – 7AM (BST) / 3PM (SGT)
APAC | FICC
Examining the impact of South Korea’s inclusion in the FTSE Russell index as well as the potential opportunity and advancements as we potentially see more investment into the Korean market. This discussion examines the expected market impact, regulatory and accessibility hurdles, and strategies for investors to navigate both opportunities and risks in the evolving Korean financial landscape.
The Role of Data in Best Execution and TCA
16th April 2025 – 10AM (BST)
EU | FX
The ability to capture, analyse, and act on trading data is crucial for achieving best execution and refining Transaction Cost Analysis. This discussion delves into how firms are using real-time analytics, AI-driven models, and regulatory benchmarks to enhance execution quality and optimise trading performance.
Utilising AI to Improve Data Analysis and Decision-Making in Fixed Income Trading
21st May 2025 – 1PM (BST)
EU & US | FI
AI is playing an increasingly critical role in fixed income markets, helping traders extract insights from vast datasets, identify trading opportunities, and predict market shifts. This session highlights key AI-driven innovations, their practical applications, and how they enhance trading efficiency.
TCA Modelling and Reporting: Leveraging Data for Smarter Trading Decisions
22nd May 2025 – 10AM (BST)
EU | EQ
With regulatory and investor demands for transparency increasing, enhanced TCA modelling is critical for smarter trading decisions. This discussion explores how firms are refining TCA methodologies to better measure execution performance, reduce trading costs, and comply with evolving market standards.
Streamlining New Issuance: Automation, Allocations and Overcoming Roadblocks
11th June 2025 – 1PM (BST)
EU & US | FI
This session covers advancements in streamlining new issuance workflows, improving allocation efficiency, and overcoming persistent bottlenecks in the primary market.
ETFs
18th June 2025
EU | EQ
Exchange-Traded Funds are becoming a key vehicle for liquidity and portfolio diversification. This discussion explores ETF market growth, structural innovations, and how they impact trading, hedging, and price discovery in equity markets.
Upskilling Talent: Developing Data Capabilities on the Trading Desk
10th July 2025
EU | EQ
As data analytics and automation reshape trading, firms must equip traders with new technical skills. This session explores strategies for upskilling talent in data science, coding, and machine learning to ensure competitiveness in an increasingly quantitative trading environment.
Innovations in Automation and Liquidity Management
16th July 2025 – 1PM (BST)
EU & US | FI
The financial industry is rapidly advancing in trade automation and liquidity optimisation. This discussion explores the latest innovations in trading infrastructure and automated execution models that enhance market efficiency.
Transitioning to an EQ-style FX Model
23rd July 2025
EU & US | FX
As FX markets evolve, adopting equity-style trading models like centralised liquidity pools and electronic order books can improve efficiency. This session examines the feasibility of transitioning to such a model, its potential benefits, and challenges in implementation.
Pre-Trade Analytics and Predictive Pricing Models
11th September 2025
EU & US | FX
Pre-trade analytics and predictive pricing models provide traders with valuable insights into market trends, execution strategies, and liquidity conditions. This discussion covers the latest advancements in data-driven modelling and how they contribute to more informed decision-making.
Managing the impact of the European T1 Transition
17th September 2025 – 10AM (BST)
EU | MULTI
The move to a T+1 settlement cycle in Europe presents significant operational, liquidity, and compliance challenges. This session examines how market participants are preparing for this transition and what changes are required to adapt successfully.
FI Tokenisation
18th September 2025
APAC | FICC
Tokenization of fixed income assets is transforming market accessibility, liquidity, and settlement efficiency. This discussion explores the potential benefits of tokenized bonds, regulatory considerations, and the challenges of integrating blockchain-based solutions into existing financial infrastructure.
Retail Liquidity
8th October 2025 – 10AM (BST)
EU | EQ
The increasing participation of retail investors is reshaping market liquidity dynamics. This discussion explores the impact of retail flows on price discovery, trading volumes, and institutional strategies across different asset classes.
Streamlining Bond Market Automation
9th October 2025 – 7AM (BST) / 3PM (SGT)
APAC | FI
Bond trading has traditionally lagged behind equities in automation. This session discusses recent innovations in electronic trading platforms, algorithmic execution, and smarter execution solutions that are improving efficiency in fixed income markets.
Portfolio Trading
15th October 2025
EU & US | FI
Portfolio trading is becoming an essential strategy for executing large trades efficiently in fixed income markets. This session examines how firms are leveraging PT tools to create efficiency while managing risk and liquidity constraints.
Ledger Technology
12th November 2025 – 10AM (GMT)
EU | FI
Distributed ledger technology is being explored for use in trade settlement, collateral management, and cross-border transactions. This discussion examines real-world applications of DLT in financial markets and the regulatory considerations involved.
Investing in India: Capitalising on Opportunities While Managing Market Complexities
19th November 2025
APAC | FICC
India’s rapidly expanding economy presents significant investment opportunities, but market and operational complexities must be navigated carefully. This discussion provides insights into strategies for capitalising on India’s growth while mitigating risks.
Maximising Data Integration for Cross-Asset Synergies
10th December 2025
EU | FI
Integrating data across asset classes can unlock new trading opportunities and improve risk management. This session explores how firms are leveraging cross-asset analytics and AI-driven insights to enhance investment strategies and operational efficiency.
Unveiling the Liquidity Shift in Asia’s Emerging Markets
11th December 2025 – 10AM (GMT)
EU | EQ
Liquidity patterns in Asia’s emerging markets are evolving due to regulatory changes, foreign investment trends, and shifts in market structure. This discussion delves into the drivers of these liquidity shifts and their implications for traders and investors.
