The Gateway to Algorithmic and Automated Trading

Automated Trader Update: AT Issue 2017-Q1 is out now

First Published 18th March 2017

Full digital edition available online now. Articles include: Quantology, Financial Programming Greatly Accelerated, Developing a short-term machine learning strategy, How much is your zero collar worth? And much more...

As the latest edition of Automated Trader wings its way to doorsteps, the full digital edition is now available online.

Premium articles include Quantology, which offers a visual intuition for dynamic replication using Quanto payoffs. Financial libraries for FPGAs are investigated by Olivier Cousin and Stephen Weston in Financial Programming Greatly Accelerated.

FREE articles include a step-by-step guide to Developing a short-term machine learning strategy by Johann Lotter, as well as How much is your zero collar worth?, which considers how a shortcut used in swaption pricing allowed dealers to profit from model arbitrage.

All articles are written and reviewed by front-line practitioners from the trading, engineering and regulatory fields. Full and early access to our print and digital content is available here.

Industry news

Startupbootcamp and PwC issued 'A year in FinTech' report.

An ITG survey looked at Reinventing Algos.

The International Standards Organisation (ISO) launched a new global FinTech group.

NYIAX announced the first blockchain-enabled advertising contract exchange.

February 2017 SEF Tracker data showed a record level of trading activity.

Preqin: Hedge funds maintained their performance momentum in February.

Products and Services

DTCC-Euroclear Global Collateral launched a new cross-border collateral mobility service.

US payment markets supported SWIFT gpi cross-border payments tracking.

Rival Systems and Algo-Logic Systems offered an integrated trading solution.

PTMC trading platform is now available via AMP Global Clearing.

SIX received approval to launch a Trade Repository for Switzerland.


MTS launched a dedicated MiFID II compliance portal.

Commcise and Convergex's Westminster Research Associates announced an integrated MiFID II compliant research solution.

INDATA enhanced its platform functionality for MIFID II requirements.