Such Changes Would Bring MBS Closer to Corporate Bond Market --Kroszner
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Kroszner: Data Suggest Home Mortgage Debt Hasn't Risen at All Since Spring '08
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Kroszner: New Infrastructure for MBS Could Increase Transparency, Promote Indepndent Credit Analysis
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Data Suggest Near-Term Challenges for Housing Mkt Stabilization --Kroszner
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Kroszner: Investors Will Remain Skeptical of 2-Layer Securitized Products in Foreseeable Future
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Kroszner: MBS Securitization Contracts Should be More Homogenous, Cash Flow Structures Less Complex
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Securitization of MBS Still Worthy for Cost-Lowering Effects on Home Loans --FED's Kroszner
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Securitizations Should Involve Fewer, Larger MBS Tranches --Kroszner
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Correction: BOC Injects C$3bln in Term Repos
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Six Gunmen Shot By Indian Security at New Dehli Airport --BBC
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Of The Major Parties at Auto Hearing, Only UAW Has Done Something --Dodd
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BOC to Buy Back Up to C$500mln of Bonds on Wednesday
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Congresss Will Try Passing Auto Bailout Bill Before Leaving
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Senate Banking Committee Hearing On Auto Bailout Ends
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30yr Yield Drops to Record Low for 4th Day -- 3.0532%
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Stocks Off New Lows - S&Ps Down 4% at 833, Dow Down 3.5% at 8270
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'Not Persuaded' on Auto Bailout --Shelby on Bloomberg TV
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S&P Just Off Lows, Down 3.2% to 843
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Chrysler "More" Than Happy to Provide Assurances Taxpayers Will Get Money Back
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Citadel down 47% YTD - WSJ
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Dow Jones Announces News and Archives for Algorithmic Applications

Dow Jones Newswires today announced the launch of Dow Jones News and Archives for Algorithmic Applications. The new solution enables banks, securities firms and hedge funds to incorporate Dow Jones news into their quantitative models and computerised trading strategies, for the first time ever.

To date, algorithmic trading applications have been limited to tracking and analysing pricing data such as stock, bond and currency movements. Now, Dow Jones News Archives offers traders and quantitative analysts a comprehensive store of Dow Jones news, with a real-time feed to update the archives and facilitate algorithmic trading.

The initial release of Dow Jones News Archives includes every headline, article and update available from Dow Jones & Co. over the last five years, including Dow Jones Newswires, all editions of The Wall Street Journal and Barron's. Items from the last two years are time-stamped to the millisecond, providing precise data for trading models and programs. An eight-year version of the Archives will be available in May, 2006, and the solution will ultimately include twenty years of Dow Jones news and information. Dow Jones News Archives is expected to provide significant advantages to financial organisations in the areas of risk management, arbitrage, and pre- and post-trade analysis.

?Algorithmic traders have long known that Dow Jones headlines can move markets but have struggled with feeding anything but raw numbers into their black boxes,? said Paul Ingrassia, president, Dow Jones Newswires. ?Dow Jones News and Archives for Algorithmic Applications solves that problem, offering the trading community its first comprehensive news archive.?

Dow Jones News Archives facilitates back-testing of the news by traders and analysts, and the rules generated can be applied to the real-time Dow Jones news feed. Customers can take delivery of the archives in one of two XML formats, NewsML/NITF or Dow Jones News Mark-up Language, or in the Dow Jones Composite Feed format. Dow Jones News and Archives for Algorithmic Applications is available as an annual license. click here to return to the top of the page