Automated Trader Magazine Issue 43 Q2 2017
THE IEX CRUMBLING QUOTE SIGNAL
How one exchange uses modelling to prevent stale quote arbitrage
JULIA FOR FINANCIAL COMPUTING
Trying to build a bridge between usability and power in nancial software
GOLD-SILVER RATIO FUTURES ON THE CME
A new contract brings with it subtleties in the pricing and hedging of convexity
PERILS OF PTP MONITORING
Deploying synchronisation solutions that are reliable and veri able is surprisingly dif cult
- Python for analysing financial marketsPython is increasingly popular and is used in front-office systems at some of the largest investment banks and hedge funds. We provide an introduction to the language and its extensive range of libraries, and show how to speed up execution.
- Low latency optimisation using Software Defined Radio technologyHigh frequency traders are using radio links to reduce latency. Simply buying the fastest transceivers and repeaters is not enough - design and configuration are critical. We show how Software Defined Radio (SDR) can be used to optimise a network and to provide advantages that hardware does not.
- Julia - A new language for technical computingHistorically, developers have faced a trade-off between the ease of use of scripting languages and the power and flexibility of lower-level languages. Julia offers the best of both worlds - and allows easy interoperability with existing languages.