‘Case Study’ Algorithmic Trading Articles & Financial Insight
The Automated Trader Magazine Case Study is an interview with a buyside or sellside trader actively involved in automated or algorithmic trading. Interviewees range across all types of organisation, market and size.
- Fiddling with figures
SUBSCRIBERS ONLYWhen an academic paper equated backtest overfitting with financial charlatanism, there was little surprise from the trading community. Investment managers want to prove profitable trading strategies, but do they ignore the evidence? Priyanjana Bengani reports on the discord as well as industry leaders who are playing the right tune.
- Flash ban wallop
FREE ARTICLEWho loves ya baby? Well, if you’re an automated/algorithmic trader (and especially if you trade high frequency), right now it probably feels like nobody does. A grubby summer of media drive-by shootings haven’t done much for your popularity. David Dungay sets the record straight.
- The Buyside Profile: Mergence, Cape Town, South Africa
SUBSCRIBERS ONLYHeadquartered in Cape Town, Mergence is an interesting mix of investment businesses; part absolute return fund, part multi-strategy hedge fund, and part long-only fund. Automated Trader talks to Brad Preston, Mergence’s Quantitative Analyst, about the firm’s evolving use of algorithms and automation across its business units.
- Mr Immediate
QUALIFIED REGISTRANTS & SUBSCRIBERSSteve Radez, CEO of Essex Radez, has a strong claim to be the world’s first automated trader. Together with Essex Radez’s CTO, John Muelhausen, he explains how technology and automation have been constant themes in a three-decade trading career.
- Taming the Tiger
REGISTERED VIEWERSMichael Donahue, managing director of TransMarket Group’s Singapore operations, tells AT how the firm is meeting the challenges of automated trading in the diverse and fast-changing Asian financial markets.
- Open Platform
REGISTERED VIEWERSWhen a US options prop shop built a new fast-track strategy development platform, its business model changed overnight. Tom Heffernan, Director, Global Marketing, Last Atlantis Capital Management, explains why the alternative asset manager encourages emerging trading firms to leverage its technology to perfect their own models.
- Distributed automation
FREE ARTICLEWhile automated trading is now relatively commonplace, Rickey Cheung has been one of a few to take the process a step further. In addition to his own proprietary trading, he also redistributes trading signals to automated trading clients around the world. AT talks to Cheung about his methods and technology.
- Case Study: ABP - à la carte algo
FREE ARTICLEWith an invested capital of 190bn euros, Stichting Pensioenfonds ABP - the pension fund for employees in the service of the Dutch government and educational sector - is the second largest pension fund in the world. The fund has been scaling up its equity exposure in recent years, from 14% of assets in 1995, to more than 30% today. AT talks to Juan-Carlos Rhodes, senior trader at ABP, about how the organisation is making use of algorithmic and DMA technology in its equity trading.
- Case Study: Algo Pairs at Investec
FREE ARTICLEInvestec Securities (UK) is a UK institutional equity house offering institutional services across research, sales, sales trading and risk trading. In September 2006, it announced that it had gone live with royalblue’s Fidessa Pairs and VWAP algorithmic trading modules. AT talks to Trevor Gatfield, head of IT for Investec Securities (UK) about the group’s use of the Fidessa Pairs module in its pairs trading activities.
- Case Study: Nordic Models - Auto FX at DnB NOR
FREE ARTICLEDnB NOR is Norway's largest financial services group with total assets of more than NOK1400bn. The group has an established history of proprietary trading that was expanded in mid 2005 with the addition of an API trading program for FX. AT talks to Jan Stromme, the program’s architect, and Paul Nerby, its head trader, about the program’s technology, techniques and markets.