- Python for analysing financial marketsPython is increasingly popular and is used in front-office systems at some of the largest investment banks and hedge funds. We provide an introduction to the language and its extensive range of libraries, and show how to speed up execution.
- Low latency optimisation using Software Defined Radio technologyHigh frequency traders are using radio links to reduce latency. Simply buying the fastest transceivers and repeaters is not enough - design and configuration are critical. We show how Software Defined Radio (SDR) can be used to optimise a network and to provide advantages that hardware does not.
- Julia - A new language for technical computingHistorically, developers have faced a trade-off between the ease of use of scripting languages and the power and flexibility of lower-level languages. Julia offers the best of both worlds - and allows easy interoperability with existing languages.
- How much is your zero collar worth?Hint: It's not zero. A widespread shortcut used in swaption pricing led to an opportunity for dealers to engage in model arbitrage and to buy cheap convexity.
- A cloudy data centreCloud computing offers increased security potential and vast resources to fuel the computational demands of trading. It can do this while still offering users operational ownership control over costs. For firms looking to make the transition from on-premise to the cloud, here are some of the key considerations.
- No SignalNO SIGNAL is a regular column where we examine various snafus in the trading, particularly the automated trading world. We look at errors in application logic, mistakes by overzealous co-workers, failures in technology and temporary losses of power to both infrastructure as well as craniums. These all make for good stories that everyone can alternatively either learn from or be amused by - or both. If you have a story that you think makes for a valuable lesson or is simply funny in a facepalm moment kind of way, please get in touch with us at no.signal@trader.news. Naturally, we treat all submissions with the highest confidentiality. We are only interested in the lesson value, or in some cases the humour value, and not in identifying involved parties.
- Perils of PTP MonitoringRegulations such as MiFID 2 are helping boost demand for precision timestamping. Though Precision Time Protocol (PTP) offers microsecond accuracy - far higher than the competitor Network Time Protocol - ensuring synchronisation across networked devices is non-trivial. This article highlights the pitfalls in PTP and offers some solutions.
