{"version":"1.0","provider_name":"The TRADE","provider_url":"https:\/\/www.thetradenews.com","author_name":"Wesley Bray","author_url":"https:\/\/www.thetradenews.com\/author\/wesley-bray\/","title":"T.Rowe Price\u2019s Matt Howell on best execution in equity derivatives - The TRADE","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"LKJYr0QQUN\"><a href=\"https:\/\/www.thetradenews.com\/multimedia\/t-rowe-prices-matt-howell-on-best-execution-in-equity-derivatives\/\">T.Rowe Price\u2019s Matt Howell on best execution in equity derivatives<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/www.thetradenews.com\/multimedia\/t-rowe-prices-matt-howell-on-best-execution-in-equity-derivatives\/embed\/#?secret=LKJYr0QQUN\" width=\"600\" height=\"338\" title=\"&#8220;T.Rowe Price\u2019s Matt Howell on best execution in equity derivatives&#8221; &#8212; The TRADE\" data-secret=\"LKJYr0QQUN\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/* ]]> *\/\n<\/script>\n","thumbnail_url":"https:\/\/www.thetradenews.com\/wp-content\/uploads\/2024\/04\/Screenshot-2024-04-24-at-10.18.25-1024x575.png","thumbnail_width":1024,"thumbnail_height":575,"description":"The TRADE catches up with head of derivatives and multi-asset trading solutions at T.Rowe Price, Matt Howell, at TradeTech 2024, to discuss what should be front of mind when it comes to execution efficacy in the derivatives space, the potential impact of volatility on future trading strategies and what 2024 holds in store for the space."}