HomeMagazine featuresEditorial The Cost of Inefficiency on the Buy-Side Trading Desk By Kareem Jalal August 3, 2021 3:18 pm Share FacebookTwitterLinkedin There has been no fundamental evolution in buy-side trade execution since the mid-2000s, according to an industry report. This content is for registered users only. Please log in below, or REGISTER HERE to continue reading. Username Password Remember Me Forgot Password ©Markets Media Europe 2026 TOP OF PAGE Share FacebookTwitterLinkedin Previous articleAllianz Approved as First Foreign-Owned Insurance Asset Manager in ChinaNext articleAsset managers have been slow to switch FX trading systems, according to Finance Hive and EBS study Kareem Jalal Related Articles People moves Allison and Park join Pacific AM News NSE avoids Jane Street mention in IPO filing Options Understanding SpaceX Options Volumes Through Strike-Expiry Heatmaps Latest Articles Execution quality Record June for retail price improvement as lit market gains Editorial Nasdaq leaps ahead in Q2 IPO market Editorial FIX-ing programme trading with tag 527 Editorial How Norges led the agentic AI revolution Editorial US retail price improvement hit record 0.72 cents in April Load more