Divergence factor of liquidity

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Factors that help the Bitcoin Trader software to assess trends in terms of market liquidity


The important parameters that accommodate monetary policies to mask the impact of underlying trends in market making supply and demand include


  • The spreads: A bid or an ask spread can widely determine the trend of the sovereign bond markets. This can further reflect the height of volatility if the debt crisis deepens or vice versa.


  • Depth indication and the size of transaction: A current record of data on the quoted account are considered consistent with the revival of liquidity.


  • The impact of price: The estimated price impact coefficients are the best comprehensive parameter for measuring the cost of executing large trades which is similar to developments in market liquidity. Moreover, these coefficients do not withstand even the smaller spikes occurring during the heightened market volatility.


  • The Turnover criteria: The trading quantity has greatly increased with the emerging markets. Thus, it is clear that the secondary markets are at an advanced pace when compared to primary market issuance resulting in a lower turnover ratio.


  • Divergence factor of liquidity: The market traders always raised questions on market liquidity which is increasingly concentrating in a few sovereign bonds. Depending on the present analysis, the on-the-run spreads provide a gauge of measuring the relative liquidity of almost all kind of sovereign bonds. Additionally, they provide various patterns of bond markets.


  • The corporate bonds: It is a common observation that while trading volume increased, the turnover ratios have declined due to the strong primary bond issuance. Even the market participants have really found it difficult to consider a large number of corporate bonds.


  • The funding market type: The changes and advancements occurring with the repo market brought about a change with the market makers’ funding criteria and are usually tightly tied to the developments in trading volume of the underlying securities. All these activities benefit the market liquidity and further, complete funding backstop provided to banks trading in these underlying securities.


  • Hedging markets: It is a general fact that almost all the market makers use a variety of hedging tools to mitigate the different inventory risks. There also occur a decline in the market and regulatory driven trends associated with some of these instruments that can bring about a shift in the trading pattern to closely related markets.


For example, there occurred an obvious shift in trading activity from sovereign CDS markets to the bond futures in some sectors that involved with the opening of the new guideline on buying and selling.


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