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Automated Trader Magazine Issue 30 Q3 2013

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Bob Dylan said you don’t need a weather man to know which way the wind blows.

Actually, some financial trading firms clearly disagree, since they employ their own meteorologists. Either way, there’s no question you should at least know the wind’s direction if you want to trade some markets. Lots of firms invest heavily to obtain the best and fastest weather data available and factor it into their strategies; as we note in ‘Weather Veins’ (page 22), the weather directly affects one-third of business activity on the planet.

In this issue, we focus on climate and seismic information – how the data is obtained and how it’s used.  We speak with a Japanese scientist who thinks he may have found a way to provide a 40-minute advance warning on major earthquakes (page 29). And in ‘Fair Weather Trends’ (page 32) we examine some of the ways trading firms can use weather data.

The Q3 edition kicks off with an interview with Haim Bodek in ‘First Person’ (page 10). Haim will be the first to tell you he has nothing against high-speed trading. His reform drive has more to do with little-known arrangements between HFT firms and trading venues.

Speaking of speed, Ion Asset Architecture’s Dennis Lohfert takes a close look at Eurex’s New Trading Architecture to see what it means for low-latency trading (page 16). And Eva Szalay finds out how FX venues are aiming to slow things down (page 50).

Markets have been adjusting to the new French and Italian transaction taxes, but are they ready for a wide-ranging, cross-border FTT?  We look at the implications of a European political campaign to tax vast amounts of trading activity (page 40). 

While tax and regulation concerns have weighed heavily on the markets for some time, it’s also clear companies are constantly on the lookout to expand their trading opportunities. This has made distributed technology an important factor for intrepid firms; Anna Reitman examines the issues in ‘Tech’s Message’ (page 74). 

Of course, we also have our regular line-up of popular columns. Algopedia looks at options algos, which are gaining momentum in the US and are now expected to become more widespread in Europe (page 62). In ‘Me and My Machine’, Dexia Asset Management’s global head of trading, Fabien Oreve, reveals his plans to ramp up the use of algos (page 68). ‘Dequantification’ investigates short-term return reversal (page 80). And is there such thing as a free lunch? ‘Software Review’ opens the bonnet to examine Quantopian’s offering (page 86), which Automated Trader profiled in the last issue. 

Finally, you may have noticed the magazine looks a little different. With an eye to making it easier for you to find exactly what you’re looking for, we’ve revamped the design and streamlined some sections. We hope you like it.

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