<?xml version="1.0" encoding="UTF-8" ?><rss version="2.0" xmlns:dc="http://purl.org/dc/elements/1.1/"  xmlns:atom="http://www.w3.org/2005/Atom" ><channel><title>Automated Trader Magazine Articles</title><link>http://automatedtrader.net/articles.xhtm</link><atom:link href="http://www.automatedtrader.net/rss/magazine-articles" rel="self" type="application/rss+xml" /><description>Automated Trader Magazine Articles</description><language>en-uk</language><copyright>Copyright 2013 Automated Trader Ltd</copyright><item><title><![CDATA[Outside looking in]]></title><description><![CDATA[To outsiders, the algorithmic trading industry is a citadel -  big, rich, and closed to tourists. Assembling the tools needed to  get behind the walls is tough, laborious and time-consuming. So  what are the prospects for interlopers to prise open a gap and  get inside?]]></description><link>http://automatedtrader.net/articles/feature/142672/outside-looking-in</link><guid>http://automatedtrader.net/articles/feature/142672/outside-looking-in</guid><pubDate>Mon, 13 May 2013 08:29:33 +0100</pubDate></item><item><title><![CDATA[Regulators grappling with market data: a case study]]></title><description><![CDATA[Regulators and trading firms have at least one thing in common:  they both find grappling with the torrent of data generated in  today's markets a tall order. The CFTC is just beginning to  wrestle with the flow of swaps data, while the Securities and  Exchange Commission has a head start on the equities side. It has  deployed MIDAS, the Market Information Data Analytics System,  developed by Tradeworx. Automated Trader met Gregg Berman, senior  advisor to the Director at the SEC's Division of Trading &amp;  Markets, to find out how the regulator hopes to develop the MIDAS  touch.]]></description><link>http://automatedtrader.net/articles/regulation/142669/regulators-grappling-with-market-data-a-case-study</link><guid>http://automatedtrader.net/articles/regulation/142669/regulators-grappling-with-market-data-a-case-study</guid><pubDate>Mon, 13 May 2013 07:23:24 +0100</pubDate></item><item><title><![CDATA[The rise of the Texan sharpshooters?]]></title><description><![CDATA[There is a story about a Texan who fires a bunch of shots at the  side of a barn. Once he's done shooting, he walks over to the  barn, paints a target centred on the biggest cluster of shots,  and calls himself a sharpshooter. So what, you may ask, does this  have to do with swaps regulation?]]></description><link>http://automatedtrader.net/articles/regulation/142668/the-rise-of-the-texan-sharpshooters</link><guid>http://automatedtrader.net/articles/regulation/142668/the-rise-of-the-texan-sharpshooters</guid><pubDate>Mon, 13 May 2013 06:40:05 +0100</pubDate></item><item><title><![CDATA[Where credit's due]]></title><description><![CDATA[Back in the 'good old days', life seemed so simple: dealers  warehoused vast amounts of corporate bonds, and investors picked  up the telephone when they wanted to buy or sell. But capital  requirements and regulation have led to a dramatic fall in banks'  balance sheets and the buy-side is being asked to play a bigger  role to boost liquidity. As electronification takes hold, can the  elusive all-to-all model take off or is something else needed?  Adam Cox reports.]]></description><link>http://automatedtrader.net/articles/exchange-views/142666/where-credits-due</link><guid>http://automatedtrader.net/articles/exchange-views/142666/where-credits-due</guid><pubDate>Thu, 16 May 2013 04:23:00 +0100</pubDate></item><item><title><![CDATA[A few minutes with&#8230; Marco Fasoli of Titian Global  Investments]]></title><description><![CDATA[Automated Trader catches up with Marco Fasoli of Titian Global  Investments to hear what they're doing in artificial  intelligence.]]></description><link>http://automatedtrader.net/articles/artificial-intelligence/142664/a-few-minutes-with-marco-fasoli-of-titian-global--investments</link><guid>http://automatedtrader.net/articles/artificial-intelligence/142664/a-few-minutes-with-marco-fasoli-of-titian-global--investments</guid><pubDate>Mon, 13 May 2013 02:33:11 +0100</pubDate></item><item><title><![CDATA[A few minutes with&#8230; Spencer Greenberg of Rebellion Research]]></title><description><![CDATA[Automated Trader catches up with Spencer Greenberg of Rebellion  Research to hear about their work in artificial intelligence.]]></description><link>http://automatedtrader.net/articles/artificial-intelligence/142663/a-few-minutes-with-spencer-greenberg-of-rebellion-research</link><guid>http://automatedtrader.net/articles/artificial-intelligence/142663/a-few-minutes-with-spencer-greenberg-of-rebellion-research</guid><pubDate>Mon, 13 May 2013 02:31:08 +0100</pubDate></item><item><title><![CDATA[Brain-Powered]]></title><description><![CDATA[Alan Turing once famously posed the question of whether machines  could think. Applied to today's ultra-competitive markets, the  question becomes, can machines think well enough to make money?  Anna Reitman reports on what some of the players using artificial  intelligence-based systems have to say.]]></description><link>http://automatedtrader.net/articles/artificial-intelligence/142661/brain_powered</link><guid>http://automatedtrader.net/articles/artificial-intelligence/142661/brain_powered</guid><pubDate>Mon, 13 May 2013 01:52:52 +0100</pubDate></item><item><title><![CDATA[Sex, death and the quest for algorithmic glory]]></title><description><![CDATA[You don't need to look far to find critics of artificial  intelligence methods in financial markets. But that hasn't  stopped technologists and academics from trying to push the  boundaries of what a computer can do when trying to analyse  complex situations and make decisions. Automated Trader Editor  Adam Cox talks to some of the researchers and executives who see  a future for AI in the markets.]]></description><link>http://automatedtrader.net/articles/feature/142613/sex--death-and-the-quest-for-algorithmic-glory</link><guid>http://automatedtrader.net/articles/feature/142613/sex--death-and-the-quest-for-algorithmic-glory</guid><pubDate>Thu, 02 May 2013 12:29:29 +0100</pubDate></item><item><title><![CDATA[Running man: HTG's Chris Hehmeyer]]></title><description><![CDATA[It seems somehow fitting that Chris Hehmeyer got his start as a  runner on the floor of the Chicago Board of Trade. That was in  1978 and over the next 35 years he has kept on running. Hehmeyer  now runs HTG, a company that embraces all manner of traders. When  he's not doing that, he also serves as the chairman of the  National Futures Association. Automated Trader caught up with him  to hear his thoughts on the value of diversity and what he thinks  of some of the impending changes in the marketplace.]]></description><link>http://automatedtrader.net/articles/first-person/142568/running-man-htgs-chris-hehmeyer</link><guid>http://automatedtrader.net/articles/first-person/142568/running-man-htgs-chris-hehmeyer</guid><pubDate>Wed, 24 Apr 2013 12:16:09 +0100</pubDate></item><item><title><![CDATA[In the worx: What Manoj Narang thinks about regulation, Europe,  volatility and a lot more]]></title><description><![CDATA[Manoj Narang wears a lot of hats. He's a technologist who built a  low-latency platform and developed a monitoring system for the US  SEC. He's an executive who runs a hedge fund and an HFT group.  And he's an outspoken champion of data-driven decision-making. So  why is he promoting ideas that could hurt his business?]]></description><link>http://automatedtrader.net/articles/my-machine/142450/in-the-worx-what-manoj-narang-thinks-about-regulation--europe---volatility-and-a-lot-more</link><guid>http://automatedtrader.net/articles/my-machine/142450/in-the-worx-what-manoj-narang-thinks-about-regulation--europe---volatility-and-a-lot-more</guid><pubDate>Mon, 08 Apr 2013 07:50:27 +0100</pubDate></item><item><title><![CDATA[Ever faster, yet ever more diverse]]></title><description><![CDATA[Automated Trader's latest survey conveys a picture of strong  growth, dazzling innovation and growing maturity. There is a more  global spread of skills and an increasing diversity of interests  and priorities; all ingredients for a good market and political  tensions. If anything, the pace of some of last year's trends of  end-to-end automation across asset classes and jurisdictions has  quickened; other trends have slowed or evolved. Enthusiasm to  compete in the race to zero has not faded, although more people  realise they will not be first at the exchange. Nevertheless,  they are still busy investing to at least not drop too far behind  the leading pack.]]></description><link>http://automatedtrader.net/articles/surveys/142235/ever-faster--yet-ever-more-diverse</link><guid>http://automatedtrader.net/articles/surveys/142235/ever-faster--yet-ever-more-diverse</guid><pubDate>Wed, 27 Feb 2013 02:36:43 +0000</pubDate></item><item><title><![CDATA[Dodd Frankly]]></title><description><![CDATA[Language matters. When people start talking about putting  customers first or fighting for level playing fields, should you  be worried? Everyone, it seems, is talking their books.]]></description><link>http://automatedtrader.net/articles/peek-ahead/142234/dodd-frankly</link><guid>http://automatedtrader.net/articles/peek-ahead/142234/dodd-frankly</guid><pubDate>Tue, 26 Feb 2013 12:59:24 +0000</pubDate></item><item><title><![CDATA[Cointegration: Assume Nothing, Check Everything]]></title><description><![CDATA[This issue, in a departure from our usual review format, we take  a look at something that the Wrecking Crew frequently encounters  when reviewing stat arb software - cointegration testing. Used  appropriately, cointegration tests can add value, but misapply  them and the only reversion you'll see is your trading equity in  the direction of zero. Crew members Aly Kassam and Michael  Weidman of Quantitative Support Services explain how really  understanding what you are doing and appreciating the limitations  of cointegration tests is critical to their successful  deployment.]]></description><link>http://automatedtrader.net/articles/software-review/142233/cointegration-assume-nothing--check-everything</link><guid>http://automatedtrader.net/articles/software-review/142233/cointegration-assume-nothing--check-everything</guid><pubDate>Tue, 26 Feb 2013 12:45:50 +0000</pubDate></item><item><title><![CDATA[A New Look at Momentum]]></title><description><![CDATA[Time series momentum strategies are about as old and ubiquitous  as the CTA community that uses them, yet there has been  surprisingly little recent academic work done in this space.  Notable exceptions to this are two papers produced in 2012 and  2013 by Dr. Nick Baltas and Prof. Robert Kosowski of Imperial  College London. Automated Trader talks to the authors about their  work and some of the conclusions, which run counter to  established thinking.]]></description><link>http://automatedtrader.net/articles/dequantification/142232/a-new-look-at-momentum</link><guid>http://automatedtrader.net/articles/dequantification/142232/a-new-look-at-momentum</guid><pubDate>Tue, 26 Feb 2013 11:24:44 +0000</pubDate></item><item><title><![CDATA[Merger Arb Flip]]></title><description><![CDATA[One certainty of markets is uncertainty, so even established  investment strategies don't necessarily play as expected. Gary  Stone, Chief Strategy Officer, and Yurij Baranksy, R&amp;D Head  of Cross-Asset Arbitrage Trading and Options Trading at Bloomberg  Tradebook illustrate an example from the world of merger arb,  where a manager's new twist on a trade creates a major pairs  challenge for his trading desk.]]></description><link>http://automatedtrader.net/articles/anatomy-of-an-algo/142231/merger-arb-flip</link><guid>http://automatedtrader.net/articles/anatomy-of-an-algo/142231/merger-arb-flip</guid><pubDate>Tue, 26 Feb 2013 11:12:50 +0000</pubDate></item><item><title><![CDATA[Gaining a foothold in FX]]></title><description><![CDATA[Adam Cox reports on the continuing appeal of the massive foreign  exchange market for funds, brokers and vendors alike.]]></description><link>http://automatedtrader.net/articles/feature/142186/gaining-a-foothold-in-fx</link><guid>http://automatedtrader.net/articles/feature/142186/gaining-a-foothold-in-fx</guid><pubDate>Tue, 19 Feb 2013 08:59:52 +0000</pubDate></item><item><title><![CDATA[Class acts: the tricky business of trading new asset markets]]></title><description><![CDATA[Is it any surprise that firms have ventured off in search of new  pastures, trying out different asset classes, given the  persistent lull in trading activity in the world's equity  markets? Adam Cox reports on what they need to consider when  branching out.]]></description><link>http://automatedtrader.net/articles/feature/142182/class-acts-the-tricky-business-of-trading-new-asset-markets</link><guid>http://automatedtrader.net/articles/feature/142182/class-acts-the-tricky-business-of-trading-new-asset-markets</guid><pubDate>Tue, 19 Feb 2013 04:25:35 +0000</pubDate></item><item><title><![CDATA[To catch a thief: the dark and dangerous world of network  security]]></title><description><![CDATA[How do you deal with the rogue employee who decides what's yours  is his? Or fend off hackers trying to gain access to your  computers?    James FitzGerald probes the murky world of network security.]]></description><link>http://automatedtrader.net/articles/feature/142129/to-catch-a-thief-the-dark-and-dangerous-world-of-network--security</link><guid>http://automatedtrader.net/articles/feature/142129/to-catch-a-thief-the-dark-and-dangerous-world-of-network--security</guid><pubDate>Thu, 07 Feb 2013 07:41:05 +0000</pubDate></item><item><title><![CDATA[An AXA to grind]]></title><description><![CDATA[You might think Christophe Roupie already has enough on his  plate. He runs the trading operation for one of the biggest asset  managers in the world, with a 55-strong team in London, Paris and  Connecticut and he has plans for a presence in Hong Kong. But he  is also keen to spend more time in Brussels. As he tells  Automated Trader Editor Adam Cox, the buy side can do a lot more  to work with regulators and ensure more sensible rules are put in  place.]]></description><link>http://automatedtrader.net/articles/my-machine/142081/an-axa-to-grind</link><guid>http://automatedtrader.net/articles/my-machine/142081/an-axa-to-grind</guid><pubDate>Thu, 31 Jan 2013 03:25:24 +0000</pubDate></item><item><title><![CDATA[Six big questions for a Russian investment fund]]></title><description><![CDATA[As part of its focus on Russia, Automated Trader spoke to  Konstantin Khlebalin, head of the trading department at  proprietary trading group Infina, about what kind of algorithmic  trading his firm does.]]></description><link>http://automatedtrader.net/articles/algotraveller/142053/six-big-questions-for-a-russian-investment-fund</link><guid>http://automatedtrader.net/articles/algotraveller/142053/six-big-questions-for-a-russian-investment-fund</guid><pubDate>Wed, 23 Jan 2013 04:32:28 +0000</pubDate></item><item><title><![CDATA[The hammer, the sickle and the algo: Russia's unorthodox journey  to a thriving market]]></title><description><![CDATA[Russian peasants performing calculations a couple of hundred  years ago may have paved the way for the current boom in  algorithmic trading in Russia.]]></description><link>http://automatedtrader.net/articles/algotraveller/142052/the-hammer--the-sickle-and-the-algo-russias-unorthodox-journey--to-a-thriving-market</link><guid>http://automatedtrader.net/articles/algotraveller/142052/the-hammer--the-sickle-and-the-algo-russias-unorthodox-journey--to-a-thriving-market</guid><pubDate>Wed, 23 Jan 2013 04:06:03 +0000</pubDate></item><item><title><![CDATA[Going with the flow]]></title><description><![CDATA[Liquidnet does not fit the typical dark pool profile. For one  thing, the venue is only open to institutional buy side firms.  For another, the users collectively control more than $13  trillion in assets. Automated Trader caught up with Chief  Operating Officer John Kelly to hear what the venue and its  members have been up to, and where it's going.]]></description><link>http://automatedtrader.net/articles/exchange-views/142016/going-with-the-flow</link><guid>http://automatedtrader.net/articles/exchange-views/142016/going-with-the-flow</guid><pubDate>Thu, 17 Jan 2013 03:56:58 +0000</pubDate></item><item><title><![CDATA[Cloud formations - MarketPrizm's tech chief scans the horizons  for different ways of doing business]]></title><description><![CDATA[Jacob Lindeman became chief technology officer for data and  connectivity group MarketPrizm as part of its acquisition by Colt  in 2011. He talks about a down-to-earth, business-like mind set  for solving problems. But as Automated Trader's Adam Cox learns,  his head is also in the clouds.]]></description><link>http://automatedtrader.net/articles/techs-message/141989/cloud-formations-_-marketprizms-tech-chief-scans-the-horizons--for-different-ways-of-doing-business</link><guid>http://automatedtrader.net/articles/techs-message/141989/cloud-formations-_-marketprizms-tech-chief-scans-the-horizons--for-different-ways-of-doing-business</guid><pubDate>Mon, 14 Jan 2013 03:51:40 +0000</pubDate></item><item><title><![CDATA[At home in the City of Big Shoulders: XR Trading's Matt Haraburda]]></title><description><![CDATA[From the floor of the world's oldest futures and options exchange  to a high-rise, high-speed trading firm, Matt Haraburda has  watched electronic trading come of age. Automated Trader caught  up with the head of Chicago-based XR Trading and got to ask him  about the challenges of taking on new asset classes, the  possibility of volumes returning and what he thinks are the most  interesting markets to trade.]]></description><link>http://automatedtrader.net/articles/first-person/141987/at-home-in-the-city-of-big-shoulders-xr-tradings-matt-haraburda</link><guid>http://automatedtrader.net/articles/first-person/141987/at-home-in-the-city-of-big-shoulders-xr-tradings-matt-haraburda</guid><pubDate>Fri, 11 Jan 2013 11:21:31 +0000</pubDate></item><item><title><![CDATA[Peek ahead: Dazed by data]]></title><description><![CDATA[Peek Ahead grapples with a variety of topics, from sarcasm to  cheese fondue to swords. For good measure, we've thrown in a  handy guide to some of those troublesome acronyms.]]></description><link>http://automatedtrader.net/articles/peek-ahead/137333/peek-ahead-dazed-by-data</link><guid>http://automatedtrader.net/articles/peek-ahead/137333/peek-ahead-dazed-by-data</guid><pubDate>Fri, 19 Oct 2012 04:26:58 +0100</pubDate></item><item><title><![CDATA[Software Review: ILNumerics - faster numbers]]></title><description><![CDATA[For the majority of Automated Trader readers, faster code is  implicitly better code. When conducting research, anything that  reduces the execution time of the often vast simulations or  optimisations being undertaken is a 'good thing'. Even for those  not at the cutting edge of HFT, the same applies to the execution  time of code in live trading. Which is why in this issue's  software review we're taking a quick look at the ILNumerics maths  library.]]></description><link>http://automatedtrader.net/articles/software-review/137332/software-review-ilnumerics-_-faster-numbers</link><guid>http://automatedtrader.net/articles/software-review/137332/software-review-ilnumerics-_-faster-numbers</guid><pubDate>Fri, 19 Oct 2012 04:09:24 +0100</pubDate></item><item><title><![CDATA[Dequantification: Optimal Balance Pairs]]></title><description><![CDATA[A common problem encountered by Automated Trader readers who use  strategies such as pairs trading is determining the optimal ratio  of securities to buy/sell when executing a trade. Automated  Trader talks to Agnes Tourin of the Department of Finance and  Risk Engineering at the Polytechnic Institute of NYU about how  the stochastic control approach proposed in a recent  paper1 she co-authored may offer a  possible solution.]]></description><link>http://automatedtrader.net/articles/dequantification/137329/dequantification-optimal-balance-pairs</link><guid>http://automatedtrader.net/articles/dequantification/137329/dequantification-optimal-balance-pairs</guid><pubDate>Fri, 19 Oct 2012 03:21:03 +0100</pubDate></item><item><title><![CDATA[Information, Liquidity and the Center of Opportunity]]></title><description><![CDATA[For many, latency was once the be-all and end-all of electronic  trading. But as globalization and the whipsaw of quantitative  easing drives a tighter coupling between debt and currency  markets around the world, there's a more important directive  emerging for market participants - access to information, and  lots of it. As John Knuff, General Manager of Equinix Financial  Services, explains, information is what begets liquidity - and  you need high-quality information in a timely manner in order to  manage risk and trade smarter.]]></description><link>http://automatedtrader.net/articles/sponsored-articles/137328/information--liquidity-and-the-center-of-opportunity</link><guid>http://automatedtrader.net/articles/sponsored-articles/137328/information--liquidity-and-the-center-of-opportunity</guid><pubDate>Thu, 18 Oct 2012 02:51:35 +0100</pubDate></item><item><title><![CDATA[Anatomy of an Algo: Beer Necessities]]></title><description><![CDATA[When an unexpected news event lands right in the middle of a high  ADV trade, most execution algorithms struggle to adapt strategy  to the sudden change of circumstances. But as Brian Schwieger,  head of EMEA Execution Services Sales and James Wardle, Vice  President, Execution Services at Bank of America Merrill Lynch  explain in this example trade from the brewing industry, there  are exceptions to every rule.]]></description><link>http://automatedtrader.net/articles/anatomy-of-an-algo/137327/anatomy-of-an-algo-beer-necessities</link><guid>http://automatedtrader.net/articles/anatomy-of-an-algo/137327/anatomy-of-an-algo-beer-necessities</guid><pubDate>Thu, 18 Oct 2012 02:31:18 +0100</pubDate></item><item><title><![CDATA[China Rising: Innovation and growth in its markets]]></title><description><![CDATA[China is already renowned for the prowess of its commercial  trade, but there are already signs that trade in its financial  markets could soon become as prominent. Steffen Gemuenden, CEO of  RTS Realtime Systems Group, explains how innovation and growth in  Chinese markets make them an almost mandatory element in any  trading professional's market mix.]]></description><link>http://automatedtrader.net/articles/sponsored-articles/137325/china-rising-innovation-and-growth-in-its-markets</link><guid>http://automatedtrader.net/articles/sponsored-articles/137325/china-rising-innovation-and-growth-in-its-markets</guid><pubDate>Wed, 17 Oct 2012 12:36:13 +0100</pubDate></item><item><title><![CDATA[Charles Huang: One in a billion]]></title><description><![CDATA[He was at university by the age of 14. A decade later he became  the youngest-ever senior vice president at Prudential Securities.  Skip ahead a few years and he was buying a Chinese commodities  exchange, soon to be transformed into a high-tech trading  operation. Charles Huang is clearly someone who knows how to do  things quickly. Now, as chief executive of Bond Trust, he is  staking out new territory on the Chinese mainland as one of the  few local investment companies to employ algorithmic trading  techniques. Adam Cox hears all about his remarkable story and  what he thinks of the trading scene in China.]]></description><link>http://automatedtrader.net/articles/my-machine/137324/charles-huang-one-in-a-billion</link><guid>http://automatedtrader.net/articles/my-machine/137324/charles-huang-one-in-a-billion</guid><pubDate>Thu, 18 Oct 2012 12:16:33 +0100</pubDate></item><item><title><![CDATA[Hong Kong does the math. Focus on cost + infrastructure  investments = more algo trading]]></title><description><![CDATA[If mainland Chinese markets are in the toddler phase when it  comes to algorithmic trading, Hong Kong markets look fairly  grown-up. But industry executives say they still have plenty of  scope to get bigger, faster and stronger.]]></description><link>http://automatedtrader.net/articles/china/137323/hong-kong-does-the-math-focus-on-cost-%2b-infrastructure--investments--more-algo-trading</link><guid>http://automatedtrader.net/articles/china/137323/hong-kong-does-the-math-focus-on-cost-%2b-infrastructure--investments--more-algo-trading</guid><pubDate>Wed, 17 Oct 2012 11:43:24 +0100</pubDate></item><item><title><![CDATA[Enter the dragon. How bleak trading in China heralds a bigger  focus on algos]]></title><description><![CDATA[It's been a grim year for human traders in China, as volumes and  prices on Chinese exchanges have fallen to multi-year lows. Yet  the challenging environment is also driving firms to look for  efficiencies - and that spells an increased focus on algorithmic  trading. The use of algos may be starting from a very low base,  and the market may have its share of regulatory constraints. But  there are plenty of signs that automation will only increase as  traders grow ever more sophisticated. Mary-Ellen Barker reports.]]></description><link>http://automatedtrader.net/articles/china/137322/enter-the-dragon-how-bleak-trading-in-china-heralds-a-bigger--focus-on-algos</link><guid>http://automatedtrader.net/articles/china/137322/enter-the-dragon-how-bleak-trading-in-china-heralds-a-bigger--focus-on-algos</guid><pubDate>Wed, 10 Oct 2012 11:10:08 +0100</pubDate></item><item><title><![CDATA[Adaptive Numbers - Accelerating Algorithmic Prototyping to  Production]]></title><description><![CDATA[Today's financial markets are a classic example of an environment  where adaptation is essential for viability. Apart from  challenging conventional 'single market/discipline/model'  thinking, this situation also highlights the need to accelerate  the transition from prototype to production. While this  transition has historically proven a major deployment speed bump,  as Steve Wilcockson - Industry Manager for Financial Services at  MathWorks - explains, the situation is improving.]]></description><link>http://automatedtrader.net/articles/sponsored-articles/137321/adaptive-numbers--_-accelerating-algorithmic-prototyping-to-production</link><guid>http://automatedtrader.net/articles/sponsored-articles/137321/adaptive-numbers--_-accelerating-algorithmic-prototyping-to-production</guid><pubDate>Wed, 17 Oct 2012 10:04:48 +0100</pubDate></item><item><title><![CDATA[LMAX Exchange: Agile Challenge to the Status Quo]]></title><description><![CDATA[LMAX Exchange is an exponent of the agile development  methodology, but does that agility also extend to the business as  a whole? In this issue's Exchange Views, David Mercer, CEO, Andy  Phillips, Head of Systems and Mike Barker, Head of Software,  describe how LMAX Exchange has evolved both rapidly and sometimes  in unexpected directions over the five years since its inception.]]></description><link>http://automatedtrader.net/articles/exchange-views/137319/lmax-exchange-agile-challenge-to-the-status-quo</link><guid>http://automatedtrader.net/articles/exchange-views/137319/lmax-exchange-agile-challenge-to-the-status-quo</guid><pubDate>Tue, 16 Oct 2012 07:26:03 +0100</pubDate></item><item><title><![CDATA[Rooftop Parties: How extremely small waves are making very big  waves in the markets]]></title><description><![CDATA[Fibre optic networks are far and away the dominant force in  financial communications. But difficult technical challenges with  microwave technology have been overcome and routes that are  straighter and faster than ever before are now possible. James  FitzGerald talks to some of the companies that are truly in the  high frequency business.]]></description><link>http://automatedtrader.net/articles/unstructured-data/137318/rooftop-parties-how-extremely-small-waves-are-making-very-big--waves-in-the-markets</link><guid>http://automatedtrader.net/articles/unstructured-data/137318/rooftop-parties-how-extremely-small-waves-are-making-very-big--waves-in-the-markets</guid><pubDate>Tue, 16 Oct 2012 07:15:00 +0100</pubDate></item><item><title><![CDATA[A Tech Strategy for Multiple Futures]]></title><description><![CDATA[Lower volumes and margins inevitably pushed technology cost  reductions up the agenda post-2008. But achieving these alone is  no longer enough. As Stanley Young, CEO of Enterprise Products  and Solutions at Bloomberg explains, the firms that will survive  and thrive in the future are those whose technology  infrastructure also delivers the flexibility and performance to  address business risks and challenges that are continually  changing.]]></description><link>http://automatedtrader.net/articles/sponsored-articles/137313/a-tech-strategy-for-multiple-futures</link><guid>http://automatedtrader.net/articles/sponsored-articles/137313/a-tech-strategy-for-multiple-futures</guid><pubDate>Wed, 10 Oct 2012 06:00:49 +0100</pubDate></item><item><title><![CDATA[Is ABC really as easy as 123? The world of NLP, according to  StreamBase]]></title><description><![CDATA[Since this edition of Automated Trader is exploring the  fast-evolving world of unstructured data, we decided to spend  some time with complex event processing group StreamBase. Adam  Cox asks their chief technology officer, Richard Tibbetts, how  far the industry has come in adopting Natural Language Processing  techniques in algorithms, and what the future holds.]]></description><link>http://automatedtrader.net/articles/techs-message/137311/is-abc-really-as-easy-as-123-the-world-of-nlp--according-to--streambase</link><guid>http://automatedtrader.net/articles/techs-message/137311/is-abc-really-as-easy-as-123-the-world-of-nlp--according-to--streambase</guid><pubDate>Tue, 16 Oct 2012 05:41:35 +0100</pubDate></item><item><title><![CDATA[The Year of Big Data: The challenges of putting trillions of  odd-shaped pegs into neat little holes]]></title><description><![CDATA[The volume of digital content is forecast to surge to a  staggering 2.7 zettabytes in 2012. How big is that? One of those  is 10 to the 21st power. We're talking billions and billions of  terabytes. What's more, at least 90 percent of that will be  unstructured, made up of enormous numbers of files based on  social media or web-enabled processes. How do companies turn this  information soup into something palatable? The short answer is,  in lots of ways. Adam Cox reports.]]></description><link>http://automatedtrader.net/articles/unstructured-data/137310/the-year-of-big-data-the-challenges-of-putting-trillions-of--odd_shaped-pegs-into-neat-little-holes</link><guid>http://automatedtrader.net/articles/unstructured-data/137310/the-year-of-big-data-the-challenges-of-putting-trillions-of--odd_shaped-pegs-into-neat-little-holes</guid><pubDate>Mon, 15 Oct 2012 05:24:57 +0100</pubDate></item><item><title><![CDATA[Voracious readers: The changing world of unstructured data]]></title><description><![CDATA[Reckon you're a fast reader? There's a reasonable chance your  company has machines that have already read every single word in  this article, long before you could lay eyes on it. If that's the  case, you're currently in the minority among market participants  - but you may not be for long. Signs point to a steady climb in  the adoption of systems that allow vast amounts of news and  social data to be consumed instantly. As the technology has  advanced, the market has grown more comfortable embracing it.  Adam Cox surveys the unstructured data landscape and asks what's  in store.]]></description><link>http://automatedtrader.net/articles/unstructured-data/137305/voracious-readers-the-changing-world-of-unstructured-data</link><guid>http://automatedtrader.net/articles/unstructured-data/137305/voracious-readers-the-changing-world-of-unstructured-data</guid><pubDate>Mon, 15 Oct 2012 04:45:47 +0100</pubDate></item><item><title><![CDATA[From rural Pennsylvania, Brandywine takes on the world]]></title><description><![CDATA[The old mill on this scenic New England road looks like something  straight out of a Norman Rockwell painting. But make no mistake,  there's nothing old-fashioned about this place. It's where Mike  Dever runs the newly revived Brandywine Asset Management. He  began trading more than 30 years ago before spending a decade in  the dot com world. Now, back in the markets full time, Mike tells  Andy Webb about his twin penchants for diversity and automation.]]></description><link>http://automatedtrader.net/articles/first-person/137298/from-rural-pennsylvania--brandywine-takes-on-the-world</link><guid>http://automatedtrader.net/articles/first-person/137298/from-rural-pennsylvania--brandywine-takes-on-the-world</guid><pubDate>Mon, 15 Oct 2012 10:05:57 +0100</pubDate></item><item><title><![CDATA[What forces will shape the markets?]]></title><description><![CDATA[Automated Trader launches its latest industry-wide survey What  types of trading models are in vogue? Which technologies will win  the day? Where is liquidity on the rise? How will the industry  cope with the approaching regulatory tsunami?]]></description><link>http://automatedtrader.net/articles/surveys/137297/what-forces-will-shape-the-markets</link><guid>http://automatedtrader.net/articles/surveys/137297/what-forces-will-shape-the-markets</guid><pubDate>Tue, 09 Oct 2012 09:28:06 +0100</pubDate></item><item><title><![CDATA[It's just a matter of time...]]></title><description><![CDATA[If you're reading this, you almost certainly know a good deal  about time. It's a central part of the algorithmic trading  business, right? In this edition of Peek Ahead, we ask whether  the the people charged with regulating you know much about time.]]></description><link>http://automatedtrader.net/articles/peek-ahead/129783/its-just-a-matter-of-time</link><guid>http://automatedtrader.net/articles/peek-ahead/129783/its-just-a-matter-of-time</guid><pubDate>Thu, 12 Jul 2012 11:22:11 +0100</pubDate></item><item><title><![CDATA[Spreadsheet Shortcut]]></title><description><![CDATA[Connecting spreadsheets to other applications in real time is an  area where things have improved dramatically in recent years.  Nevertheless, it's still a task that diverts time and resources  from developing the trading strategies that actually capture  alpha. Which is a masterly understatement that prompted us to  take a look at KaiTrade's K2RTDKit...]]></description><link>http://automatedtrader.net/articles/software-review/129782/spreadsheet-shortcut</link><guid>http://automatedtrader.net/articles/software-review/129782/spreadsheet-shortcut</guid><pubDate>Thu, 12 Jul 2012 11:13:02 +0100</pubDate></item><item><title><![CDATA[Auto ADRs]]></title><description><![CDATA[Certain mandate restrictions can hugely increase frictional costs  for asset managers. A classic example is where US managers can  only hold ADRs as opposed to directly holding foreign stocks, and  have historically been hit hard by instrument conversion costs  and FX dealing spreads. Joseph Wald, Managing Director at Knight  Capital Group, shows how multi asset algorithmic execution can  massively reduce these costs.]]></description><link>http://automatedtrader.net/articles/anatomy-of-an-algo/129781/auto-adrs</link><guid>http://automatedtrader.net/articles/anatomy-of-an-algo/129781/auto-adrs</guid><pubDate>Thu, 12 Jul 2012 10:33:56 +0100</pubDate></item><item><title><![CDATA[The $650 trillion question: Navigating the OTC market maze in a  new regulatory era]]></title><description><![CDATA[Miffed about MiFID II? Think Dodd-Frank should be more  appropriately named Dead-Frank? Whatever side of the Great  Regulatory Debate you're on, the next few months are likely to go  down as one of the more crucial periods in modern financial  history for OTC markets. Adam Cox and Tarryn Riley spoke to a  host of players to get the low-down.]]></description><link>http://automatedtrader.net/articles/regulation/129779/the-650-trillion-question-navigating-the-otc-market-maze-in-a--new-regulatory-era</link><guid>http://automatedtrader.net/articles/regulation/129779/the-650-trillion-question-navigating-the-otc-market-maze-in-a--new-regulatory-era</guid><pubDate>Thu, 12 Jul 2012 09:54:29 +0100</pubDate></item><item><title><![CDATA[High Frequency Trauma - What unintended consequences are in store  as regulators target HFT?]]></title><description><![CDATA[Proposals to regulate automated trading have been coming thick  and fast. Bob Giffords, with the help of a host of market  participants, peers into a crystal ball to see what some of the  side effects could be if any of these ideas were adopted, and  whether the market has cause for concern.]]></description><link>http://automatedtrader.net/articles/regulation/129778/high-frequency-trauma-_-what-unintended-consequences-are-in-store--as-regulators-target-hft</link><guid>http://automatedtrader.net/articles/regulation/129778/high-frequency-trauma-_-what-unintended-consequences-are-in-store--as-regulators-target-hft</guid><pubDate>Tue, 17 Jul 2012 07:19:14 +0100</pubDate></item><item><title><![CDATA[Can a little Foresight go a long way for the algo industry?]]></title><description><![CDATA[Nearly 100 years ago, the American lawyer Louis Brandeis told a  popular magazine: "Sunlight is said to be the best of  disinfectants". A phrase was coined. The words went on to become  a rallying cry for journalists and anti-corruption campaigners,  but they may also resonate with a less obvious group: algorithmic  traders.]]></description><link>http://automatedtrader.net/articles/regulation/129777/can-a-little-foresight-go-a-long-way-for-the-algo-industry</link><guid>http://automatedtrader.net/articles/regulation/129777/can-a-little-foresight-go-a-long-way-for-the-algo-industry</guid><pubDate>Thu, 12 Jul 2012 08:59:15 +0100</pubDate></item><item><title><![CDATA[Can anyone take on the mighty NSE? India's patchwork of exchanges  looks to the future]]></title><description><![CDATA[Hirander Misra, chairman of Forum Trading Solutions and director  of a consultancy, takes a look at the prospects for any other  exchange challenging the National Stock Exchange of India. Misra,  a co-founder and chief operating officer of Chi-X Europe Ltd,  knows all about the battle between newcomers and incumbents. Here  he offers his perspective on where the rapidly changing Indian  exchange landscape could end up.]]></description><link>http://automatedtrader.net/articles/algotraveller/129776/can-anyone-take-on-the-mighty-nse-indias-patchwork-of-exchanges--looks-to-the-future</link><guid>http://automatedtrader.net/articles/algotraveller/129776/can-anyone-take-on-the-mighty-nse-indias-patchwork-of-exchanges--looks-to-the-future</guid><pubDate>Tue, 17 Jul 2012 07:36:01 +0100</pubDate></item><item><title><![CDATA[Asia's biggest fund takes an algorithmic passage to India]]></title><description><![CDATA[Jul 16th, 2012 - Eastspring Investments is the largest fund  manager in Asia with some 2,000 employees. Adam Cox caught up  with one of them, Sanjay Awasthi, a Singapore-based director at  the firm who trades the fast-moving Indian markets. Sanjay got  his start with India's financial regulator and has witnessed  India's evolution from a cash-only market with three-week  settlement periods to the hyper-fast, colourful market it is  today. He says India has a reputation for being extremely porous,  so when a fund the size of Eastspring wades in ($80 billion and  counting), the use of algorithms becomes critical.]]></description><link>http://automatedtrader.net/articles/my-machine/129771/asias-biggest-fund-takes-an-algorithmic-passage-to-india</link><guid>http://automatedtrader.net/articles/my-machine/129771/asias-biggest-fund-takes-an-algorithmic-passage-to-india</guid><pubDate>Mon, 16 Jul 2012 11:17:30 +0100</pubDate></item></channel></rss>