‘Technology Workshop’ Algorithmic Trading Articles & Financial Insight
A market participant's view from the sharp end of a particular technology used in algo/auto trading.
- Precision Timekeeping on Windows
Microsoft Windows has long been the ugly stepchild when it comes to precision timekeeping. Once upon a time, this reputation was deserved, but it is obsolete nowadays. Modern kernels coupled with third-party timekeeping programs now make Windows highly competitive. We let the data speak for itself.
- The kerf time series database system
SUBSCRIBERS ONLYToday's automated traders have many difficult data and infrastructure problems that revolve around large and complex time series. - Increasingly, they turn to specialized tools to address these challenges.
- Timestamp resolution under MiFID 2
SUBSCRIBERS ONLYMany production systems fall short of the new MiFID 2 requirements when it comes to handling and storing timestamp data. We look at the most commonly used systems and examine their suitability going forward.
- When failure is not an option
SUBSCRIBERS ONLYHow do you prevent systemic failures in high-performance trading infrastructures? We called in Rob Ciampa, Vice President, Product Management at Tervela.
- Going Green
SUBSCRIBERS ONLYIf you are looking for an order execution edge, the solution may already be sitting in your dustbin. Shaun Downey explains the practicalities of recycling your stale alpha models for algorithmic trading.
- The Five Drivers of Profitability
SUBSCRIBERS ONLYIf speed isn’t everywhere, it’s nowhere. Phil Perkins, Ben Van Vliet and Andy Kumiega of the Institute for Market Technology argue that achieving a strategic alignment of trading, operations, and technology is a key factor in delivering competitive advantage.
- Rapid Model Deployment (RMD): The new race for speed in systematic ﬁnance
SUBSCRIBERS ONLYThese days, speed is of the essence in more than just order routing. Phil Perkins, Ben Van Vliet and Carl Ververs of the Institute for Market Technology explain how a rigorous process for rapid trading model development is becoming an absolute necessity.
- Open Source for Auto/Algo?
SUBSCRIBERS ONLYOpen source software has made huge strides in terms of credibility in recent years. So is now the time to consider it for auto/algo trading? Graham Miller, CEO of Marketcetera, definitely thinks so.
- Algorithmic Trading: What do I really need to do?
SUBSCRIBERS ONLYSome bright spark is suggesting that your organisation needs to build its own execution algorithms. They loudly point out all the advantages your competitors have gained by doing this. But what is actually involved in embarking on such a project? Dr Paul Lynch, managing partner of PE Lynch LLP, spells it all out.
- Optimising Market Data for Buy-Side Automated Trading
QUALIFIED REGISTRANTS & SUBSCRIBERSThe next generation of buy-side trading models is driving new requirements for market data. Buy-side firms use market data in a variety of different ways and for different purposes, but how – asks Valerie Bannert-Thurner, Managing Director of Skyler Technology Europe – can they make the most of the market data available to drive their automated trading decisions?
- Data Distribution Challenges for Next Generation Applications
QUALIFIED REGISTRANTS & SUBSCRIBERSAngelo Corsaro, Product Marketing Manager, PrismTech Corp., outlines the advantages of a new middleware – data distribution service (DDS) – over messaging technologies currently deployed to support automated and algorithmic trading.
- Do Your Testing Methods Deliver?
REGISTERED VIEWERSMuch of the underperformance of messaging systems can be attributed to inadequate measuring tools and testing conditions, according to Barry Thompson, Founder and CTO, and Dave Lauer, Senior Systems Engineer, Tervela.
- New Horizons for Complex Event Processing
REGISTERED VIEWERSDaniel Chait, Managing Director, Lab49, asserts that CEP has a wide range of applications beyond algo/auto trading.
- Get a Grid!
REGISTERED VIEWERSIn the Q3 issue’s Technology Forum, our panel of experts agreed that grid computing had not yet been fully harnessed to support automated trading. So Automated Trader asked Mike Stoltz, VP, Architecture and Strategy, Financial Services at Gemstone Systems, Inc, to explain how grid computing might support a theoretical automated trading strategy.
- The L Word
REGISTERED VIEWERSIt is widely considered as critical to the performance of an algorithm, but what do we actually mean by latency? Dr Usman Malik, of algorithmic trading specialists P.E. Lynch LLP, explains the main sources of latency and suggests some practical steps for minimising its impact.
- Event processing in the world of electronic and algorithmic trading
FREE ARTICLEEvent processing is a set of concepts and accompanying technologies that have been building momentum in the world of finance over the past few years. These ideas and technologies are rapidly changing the way in which automated trading systems and related parts of electronic trading systems are built and run. As with any new concept or technology, a glut of confusing “market speak” often arises from vendors promising to save the world. Chris Donnan, who works in equity derivatives trading technology at a top Wall Street firm, provides a translation.
- Technology Workshop: Java - Your High-Frequency Friend
FREE ARTICLEAn article in the April issue of AT (“You’re using what?!”) questioned the suitability of Java for high frequency automated trading. Matt Schruben, Principal Consultant, Random Walk Computing and Jim Levey, Director of Marketing, Random Walk Computing provide a different perspective.
- Technology Workshop: Algo Integration – Can FIX Fix It?
FREE ARTICLEThe FIX Protocol’s provision of a broad set of commonly accepted standards has radically simplified and reduced the cost of financial messaging in capital markets. A relatively recent innovation within FIX has been the work of the Algorithmic Trading Working Group which is evaluating the integration issues surrounding algorithmic trading. AT talks to John Goeller of Lehman Brothers, who heads the group, about its proposed solution for algorithmic trading interfaces.