FNM Also Suspends Foreclosures Thru January
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FRE Suspends All Foreclosures, Evictions of Occupied Homes Thru January 9, 2009
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S&P/TSX Down 765 Points, a 9% Decline to 7724 at Close
::
10yr Yield Drops to 3.05% (Lowest Ever)
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Dell Beats in Q3 - 37 Cents/Share vs. 31 Estimated
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BoNY Cutting 4% (1,800 Jobs)
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Citi: Strong Capital Position, Liquidity --CNBC
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TSY - no other funds in TSY's temporary money mkt guarantee program rec'd a similar liquidation notice from the SEC
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TSY's Exchange Stabilization Fund will buy any remaining securities in The Reserve Fund at amortized cost
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TSY is helping The Reserve Fund to ensure "order and timely" liquidation
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Office of Thrift Supervision says 225 banks seeking funds are pending Agency Review
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OTS says 1/3 of Thrift Banks have sought bailout funds
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TSY - The Reserve Fund's securities are s/t Gov't paper and FNM, FRE securities
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TSY will serve as 'buyer of last resort' for The Reserve Fund's securities
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30yr Yield Drops to 3.61% (Lowest Ever) on Biggest Day Drop Since Sep-01
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TSY had taken The Reserve Fund into the Temporary Guarantee for Money Market Funds program
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TSY says they agree to help liquidate fund due to "extraordinary and unique" circumstances
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TSY agrees to help liquidate The Reserve Fund's U.S. Gov't Fund
::
Long Bond Up 5 Handles in Panic-Buying
::
S&P Down 5.1% to 765, Lowest Since Apr-97
::

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In an increasingly crowded market, traders need comprehensive, integrated backtesting capabilities to ensure their algorithms stay ahead of the competition. Jorin Daleanes, Sales and Account Manager, RTD Tango and Backtester, and Steffen Gemuenden, Co CEO, RTS Realtime Systems Group, lay out the key principles.

Backtesting: Best practice principles for beating the market

Left photo: Jorin Daleanes, Sales and Account Manager, RTD Tango and Backtester, RTS Realtime Systems Group. Right photo: Steffen Gemuenden, Co CEO, RTS Realtime Systems Group

More than 15 years after the migration from open outcry to screen-based trading began, the evolution required to further optimise automated and algorithmic trading solutions is challenging the financial landscape. Algorithmic/automated trading capabilities have gained significance in the equity markets and beyond, and are recognised as a major factor in increasing trader productivity.

Once a territory reserved for larger institutions, algorithmic/automated trading has entered the mainstream. Today, the focus is firmly on time to market, i.e. the speed with which ‘market ideas’ and trading strategies can be backtested and implemented.

“The focus is firmly on time to market - the speed with which ‘market ideas’ and trading strategies can be backtested and implemented.”

Traditional automated trading tools are now well established in the market, with brokers commonly providing their clients with a ‘managed transaction’. A common example would be a participation algorithm that breaks the client’s order into smaller chunks to get the best possible execution price (i.e. by minimising market impact). Key to this service is the ability of brokers to design algorithms that give them an edge over competitors and thus win the client’s execution business. ...

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