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Automated Trader Magazine Issue 12 Q1 2009

One of the really great things about this global economic catastrophe is that not everybody has picked up on the idea that it’s fashionable to be gloomy. You’ll find some really happy Heads of FX here , and one very happy exchange CIO/CTO here . Dennis Lohfert talks about the Ion Fund’s successful first year here , and then we get down to the mechanics of making money in 2009 with our feature on the five drivers of profitability here . We’ve got our big cover story on getting partnerships right, here – crying may not be necessary after all – and then Helen Sanders gets into the really difficult but timely question of recruitment here . As the day job gets ever more complex and the technologies ever more sophisticated, you do agree, don’t you, that it’s time to think outside the usual boxes on hedging your “talent risk”?

We’ve got some of that sophisticated technology in the second half of this issue, with a feature by Martin Gymer and our founder, Andy Webb, on one high-profile solution to the problem of volatility inputting ( here ), and right in front of that ( here ), a thought-provoking discussion led by Anita Hawser around the limits of machine intelligence. Models can be sentimental sometimes, it seems. Our Anatomy of an Algo feature this month ( here ) takes us on a nail-biting ride through an FX trade that nearly – no, I won’t spoil the ending. You’ll find our regular Alphability trading metrics here , and yes, that is Shaun Downey rummaging through the trash back here .

Just space to mention Peek Ahead here , where our anonymous futurologist suggests that if you’re running an algo that trades off news (and/or sentiment), this might be a good time to think about how you’re going to factor in rumours of the end of the world (due in 2012), which might well have a negative impact on global markets.

But hey – you’ve got some reading to do before you worry about that.
Enjoy the issue.

William Essex

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