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‘Risk’ Algorithmic Trading Articles & Financial Insight

  • Risk WarriorRisk Warrior

    SUBSCRIBERS ONLYMiranda Ademaj was born in Kosovo at a time when an undeclared war was ravaging the area. Her parents fled with three children in tow to Germany, leaving everything behind and only uncertainty ahead. She has since worked as a fashion model and in investment banking while finishing an economics degree; took time off to travel the world; and co-founded fund of hedge funds, Skenderbeg Alternative Investments. We ask her about risk and return, and the very different kind of modelling she does today.

  • Risk NavigatorRisk Navigator

    SUBSCRIBERS ONLYKaty Kaminski considers herself a divergent risk taker. And though this meant that she tried many different things, ultimately, she pursued her love of mathematics on a path to quantitative finance. Now, she researches divergence and convergence, and applies it to financial markets as a director of research at Campbell & Company, a US-based CTA that's been around over 40 years. We talk to Kaminski about theory, strategy and tech.

  • A Question of Control - Pre Trade RiskA Question of Control - Pre Trade Risk

    SUBSCRIBERS ONLYIn striking a balance between speed and safety, firms that have direct market access must confront a daunting set of challenges. In the aftermath of the Knight Capital trading disaster, there is also increasing talk of regulators deciding for those firms what's appropriate. Adam Cox reports on how the industry is re-evaluating pre-trade risk controls.

  • Shut up!Shut up!

    SUBSCRIBERS ONLYKey feature of today's electronic markets is noise, says Shayla Walmsley. But does that matter? Should we care?

  • Curb your assumptionsCurb your assumptions

    SUBSCRIBERS ONLYRisk is a bad thing, right? You should do something about it, right? Well, maybe. There’s a new book out that challenges some very basic assumptions about risk. Wiliam Essex met Gerald Ashley, author of Financial Speculation*, to discuss risk and realism in trading financial markets.

  • Look in VaR!Look in VaR!

    SUBSCRIBERS ONLYSometimes, the old tools can be usefully applied in new ways. Here, Xavier Bellouard, co-founder of Quartet FS, argues for an IT-driven reappraisal of the value of VaR in forward-oriented risk modelling.

  • Flash Crash & Systemic risk interview: Andrew Morgan, Head of Autobahn Equity Europe at Deutsche BankFlash Crash & Systemic risk interview: Andrew Morgan, Head of Autobahn Equity Europe at Deutsche Bank

    SUBSCRIBERS ONLYThe so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing.  Bob Giffords, independent banking and technology analyst, talks to Andrew Morgan of Equity Europe at Deutsche Bank.

  • Happy-Hour TradingHappy-Hour Trading

    SUBSCRIBERS ONLY“Another double whisky, two packets of crisps, and seven million barrels of oil, please.” And do have a barrel for yourself. Automated Trader’s Editor, William Essex, rounds off our section on risk with a quick look at a no-tech, uncomplicated, very, very simple question that nobody has ever been able to solve.

  • Anatomy of a CrashAnatomy of a Crash

    SUBSCRIBERS ONLYDrawing on official documents and news reports, Bob Giffords charts the course of one day’s trading in New York.  

  • Focus: Flash Crash and systemic risk - analysis and observationsFocus: Flash Crash and systemic risk - analysis and observations

    FREE ARTICLESystemic risk and the 'Flash Crash'...analysis, discussion and conclusions

  • What just happened?What just happened?

    SUBSCRIBERS ONLYThere's high-frequency trading, and now there's high-frequency crashing. But identifying the causes of the 6th May 2010 'flash crash' has proved to be a relatively slow process. Bob Giffords goes in search of causes, outcomes, explanations and lessons to be learned.

  • Flash Crash & Systemic risk interview: Richard Balarkas, President and CEO of Instinet EuropeFlash Crash & Systemic risk interview: Richard Balarkas, President and CEO of Instinet Europe

    SUBSCRIBERS ONLYThe so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing.  Bob Giffords, independent banking and technology analyst, talks to Richard Balarkas of Instinet Europe.  

  • Flash Crash & Systemic risk interview: Hirander Misra, co-founder and chief executive of Algo TechnologiesFlash Crash & Systemic risk interview: Hirander Misra, co-founder and chief executive of Algo Technologies

    SUBSCRIBERS ONLYThe so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing.  Bob Giffords, independent banking and technology analyst, talks to Hirander Misra of Algo Technologies.  

  • Flash Crash & Systemic risk interview: Bob Fuller, non-executive director of FixnetixFlash Crash & Systemic risk interview: Bob Fuller, non-executive director of Fixnetix

    SUBSCRIBERS ONLYThe so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing.  Bob Giffords, independent banking and technology analyst, talks to Bob Fuller of Fixnetix.  

  • Flash Crash & Systemic risk interview: Diana Chan, Chief Executive Officer of EuroCCPFlash Crash & Systemic risk interview: Diana Chan, Chief Executive Officer of EuroCCP

    SUBSCRIBERS ONLYThe so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing.  Bob Giffords, independent banking and technology analyst, talks to Diana Chan of EuroCCP.

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