The Gateway to Algorithmic and Automated Trading

Automated Trader Magazine Issue 18 Q3 2010

Congratulations first of all to Lawson McWhorter, who wins the iPad in our Readership Survey prize draw. Mr McWhorter (left) is a quantitative equity portfolio manager with a large global asset manager, and tells us: “I rely on Automated Trader to stay on top of developments in automated and high frequency trading, to see what innovations might impact my business as an institutional portfolio manager, and to learn what those on the cutting edge are up to. I particularly like reading the interviews with other money managers.” I hope you enjoy our interview with Stephane Coquillaud of TD Securities on page 42, Mr McWhorter, and if you turn from there back to page 24, you’ll find more of particular interest to quantitative managers and traders.

The Readership Survey results themselves appear on page 88 – they’re a fascinating insight into what we’re all actually doing – and on page 82, John Howard gives us further evidence of the mood of the industry with his report from this year’s SIFMA in New York. John took a video camera with him to SIFMA, so if you happen to have won a particularly smart piece of technology recently, and if you happen to like watching interviews with industry figures – you guessed it: scan those barcodes. Bob Giffords looks at changes in the ‘trading landscape’ of Europe (and beyond) on page 96, while this month’s ‘Anatomy of an Algo’, page 102, is an absolute treat. Thanks to Kevin Twitchen, global head of algorithmic trading at Morgan Stanley, for that one.

Of course, these past weeks haven’t been entirely about having fun with algorithms, and if there’s a combative tone to some of our coverage – you can probably guess why. We take a close look at the events of 6th May on page 60 – with a breakdown of the timeline on page 74 – and if you haven’t been anywhere near page 78 yet – well, you haven’t heard the last of that man who went on an oil-trading spree in his local bar just recently. We get stuck into the US and European regulatory debates on page 52, and perhaps I should clarify that Andy Webb went out of his way to take a look at SGX in Singapore – page 32 – because he was interested in what they have to offer. Nothing to do with Europe’s proposed curbs on bonus payments, nor anything to do with the apparently poor quality of some legislative thinking in Europe and the USA.

Come on back, Andy. It hasn’t happened yet.

William Essex



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