The Gateway to Algorithmic and Automated Trading

Automated Trader Magazine Issue 13 Q2 2009

Smile, please. The team at Bluecrest Capital made 43.35% on the BlueTrend fund and 8.81% on the BlueMatrix fund over 2008, and if you take a look at the interview on page 36, you’ll fi nd out how they did that and how they’re addressing the challenges of 2009 as well. Go from there to our cover story on page 20, and you’ll discover that the proper handling of transaction cost analysis (TCA) can be a profi table activity in itself. Or perhaps you might start on page 26, where Helen Sanders shines a light on new techniques for trading profi tably in dark pools. These are interesting times, no doubt about that, but for a lot of our readers and contributors, they’re turning out to be profi table too.

Or at least – they’ll be profi table for as long as the technology does what it’s supposed to do. If you’ve ever pressed the big red trading button and been rewarded with an error message – or worse, a plume of smoke from the jumble of wires down behind the desk – you’ll appreciate Rob Ciampa’s guidance on how to proof your trading infrastructure against out-of-the-market risk on page 56. Ben Van Vliet and Phil Perkins offer seven suggestions on how to stay successful once you’ve made it big on page 44, while David Yip plays with some higher-speed chips on page 81.

We’re off to Canada on page 65, to take a close look at a market that seems to have gone automated, gone competitive and gone fragmented all at once, and there’s Joe Wald’s anatomy of a fascinating case of double algo use on page 84. Then it’s time to settle down in the comfortable chair and work your way through Andy Webb’s rigorous hands-on software review of MATLAB’s potential for model development, page 68.

Oh, and don’t miss Paris. Page 5 – much busier show than a lot of us expected.

Enjoy the issue.

William Essex

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