Automated Trader Dr. RSS feed results

Pragma Expands Quantitative Engineering Group

March 31st 2008 - Pragma Financial Systems, LLC, a New York-based quantitative financial software provider, today announced the expansion of its quantitative engineering group with the hire of Dr. Eran Fishler as Vice President of Quantitative Engineering. Dr. Fishler will lead development of short-term risk models and algorithms for TradeEngine, Pragma�s advanced trading platform that uniquely integrates portfolio selection, risk management and algorithmic execution to ensure that traders achieve optimal execution and capture maximum alpha.

Commodities on the menu

Hard and soft, edible and not-so-edible commodities have been a hot topic recently. But what substance is there behind the sizzle? Automated Trader has been looking into the current commodity boom, and asking, are these markets ripe for automation, and if so, what are their trading characteristics and their long-term potential for automated alpha generation?

In the first of our series of linked articles on this theme, Dr. Robert Brady, CTO of Brady PLC analyses the current use and likely future evolution of automated trading in commodities markets. This is, as Dr. Brady observes, a whole asset class in transition. Some of its trading practices are arcane, but some put it right up on the screen alongside already heavily auto-traded markets such as FX and stock indices. Shouldn’t you be getting a feed on commodities?

Tidbits from NABE meeting - GDP and Employment going in opposite directions

NBER"s Dr Hall, on the Business Cycle Dating Committee, said the cmte is not ready to call a "peak" - the beginning of a recession because Employment and GDP are showing different trends.Â Dr. Hall added that the Committee will not be ready to call a recession before year end.Â His personal view is that the U.S. economy has hit the "peak"...the start of a recession.

Tidbits from NABE meeting - GDP and Employment going in opposite directions

RTS "Market Trends" Panel, FIA Chicago, November 2008.

Automated Trader Publisher, John Howard chairs the RTS "Market Trends" panel at the FIA Chicago with John Lothian and John "Dr. J" Najarian. John Lothian is publisher of the popular "John Lothian Newsletter" and President of The Price Group. John Najarian is co-founder of Option Monster.