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<title>Automated Trader G. RSS feed results</title>
<link>http://automatedtrader.net</link>
<description>
Automated Trader delivers immediate in-depth coverage of automated and algorithmic trading across all asset classes. Our global resource base utilises both online and print media to support market participants from both a business and a technological perspective. Give yourself an edge. Subscribe today.

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<language>en-uk</language>
<copyright>Copyright 2009 Algorithmic Media ltd</copyright>
<pubDate>Wed,  7 Jan 2009 14:38:05 -0600</pubDate>
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<title><![CDATA[Leader: Fast Forward into the Multi Asset Future?]]></title> 
<link>http://automatedtrader.net/automated-trader-leader-17.xhtm</link>
         
     <description><![CDATA[A new evolution of synthetic trading is starting to generate interest – multi asset class algorithmic trading. If there is a need to spread trading activity across a wider asset base, why not let the machine help finesse some of the component trades? David Rutter, CEO of Brokertec and deputy CEO of ICAP Electronics Broking examines the issues from a market provider's perspective]]></description> 
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<title><![CDATA[Exchange Views: LSE Multi Asset Futureproofing]]></title> 
<link>http://automatedtrader.net/automated-trader-exchange-views-20.xhtm</link>
         
     <description><![CDATA[Technology first came to the forefront at
the London Stock Exchange in 1986 when
the exchange abandoned floor trading.
Since then, technology has only continued
to increase in importance, particularly
since the exchange’s switch to listed
company status in 2001. AT talks to David
Lester, the exchange’s CIO, about how it
has responded to the effects of challenges
such as algorithmic trading and the futureproofing
of its new trading platform.]]></description> 
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<title><![CDATA[Technology Workshop: Algo Integration – Can FIX Fix It?]]></title> 
<link>http://automatedtrader.net/automated-trader-technology-workshop-21.xhtm</link>
         
     <description><![CDATA[The FIX Protocol’s provision of a broad set of commonly accepted
standards has radically simplified and reduced the cost of financial
messaging in capital markets. A relatively recent innovation within
FIX has been the work of the Algorithmic Trading Working Group
which is evaluating the integration issues surrounding algorithmic
trading. AT talks to John Goeller of Lehman Brothers, who heads the
group, about its proposed solution for algorithmic trading interfaces.]]></description> 
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<title><![CDATA[Case Study: Algo Pairs at Investec]]></title> 
<link>http://automatedtrader.net/automated-trader-case-study-34.xhtm</link>
         
     <description><![CDATA[Investec Securities (UK) is a UK institutional equity
house offering institutional services across research,
sales, sales trading and risk trading. In September
2006, it announced that it had gone live with
royalblue’s Fidessa Pairs and VWAP algorithmic
trading modules. AT talks to Trevor Gatfield, head of IT
for Investec Securities (UK) about the group’s use of
the Fidessa Pairs module in its pairs trading activities.]]></description> 
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<title><![CDATA[AT Round Table: Algorithmic Trading - Creating real value for the buyside]]></title> 
<link>http://automatedtrader.net/automated-trader-at-roundtable-37.xhtm</link>
         
     <description><![CDATA[As algorithmic trading continues to mature,
the buyside is becoming more demanding.
Providers are now being judged on a more
holistic basis than in the past, with an
emphasis on their overall ability to add value.
AT talks to five prominent sellside banks
about some of the possible solutions to these
new demands.
With:
- François Banneville, deputy head of global
program trading, Société Générale
Corporate & Investment Banking
- Peter Sheridan, Head of European
Algorithmic Trading, Goldman Sachs
- Kevin Bourne, Global Head of Execution
Services, HSBC
- Matt Celebuski, senior managing director
in E.A.S.T. division, Bear Stearns
- Dave Conner, Head of US electronic Client
Solutions Sales, JP Morgan]]></description> 
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<title><![CDATA[Feature: Algo in Asia - Slow Burn or Damp Squib?]]></title> 
<link>http://automatedtrader.net/automated-trader-feature-41.xhtm</link>
         
     <description><![CDATA[While adoption of algorithmic trading in Asia is
not as advanced as in Europe or the US, there
are some indications of intent already
emerging. For instance, several major broker
dealers have started relocating experienced
advanced order execution personnel to the
region with the intention of building their
algorithmic client base. Will they soon be
basking by a bonfire of activity or struggling
with soggy matches? Heather Mclean finds out.]]></description> 
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<title><![CDATA[Version 6.1 delivers new volatility API and models, new connectivity to ICE, EBS, BrokerTec & Russian Trading Systems, and analysis & high throughput enhancements for automated trading.]]></title> 
<link>http://automatedtrader.net/algo-trading-news-251.xhtm</link>
         
     <description><![CDATA[Orc Software (SSE: ORC), has announced the release of the latest version Orc Trader and Orc Liquidator. Release highlights for version 6.1 include new volatility API and models, new market connections, transaction analytics and reporting, click trading enh]]></description> 
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<title><![CDATA[Strategies: Building a Better Bear Trap]]></title> 
<link>http://automatedtrader.net/automated-trader-strategies-271.xhtm</link>
         
     <description><![CDATA[One of the most critical elements in algorithmic trading lies in accurately modelling trading costs, yet this still remains a rather inexact science. While certain cost elements are relatively stable and/or easy to predict, others are not. As a result, models for estimating trading costs have tended to be reasonably predictive when viewed across a very large sample of trades, but decidedly indifferent performers on individual ones. This has in turn made the task of minimising these costs through the selection, tuning and scheduling of appropriate execution algorithms difficult. Dan diBartolomeo, president of Northfield Information Services, discusses the current limitations and suggests some additional elements that can be used to improve forecasting of trading costs and trade scheduling.]]></description> 
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<title><![CDATA[Case Study: ABP -  la carte algo]]></title> 
<link>http://automatedtrader.net/automated-trader-case-study-272.xhtm</link>
         
     <description><![CDATA[With an invested capital of 190bn euros, Stichting Pensioenfonds ABP - the pension fund for employees in the service of the Dutch government and educational sector - is the second largest pension fund in the world. The fund has been scaling up its equity exposure in recent years, from 14% of assets in 1995, to more than 30% today. AT talks to Juan-Carlos Rhodes, senior trader at ABP, about how the organisation is making use of algorithmic and DMA technology in its equity trading. ]]></description> 
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<title><![CDATA[Technology Workshop: Java - Your High-Frequency Friend]]></title> 
<link>http://automatedtrader.net/automated-trader-technology-workshop-502.xhtm</link>
         
     <description><![CDATA[An article in the April issue of AT (“You’re using what?!”) questioned the suitability of Java for high frequency automated trading. Matt Schruben, Principal Consultant, Random Walk Computing and Jim Levey, Director of Marketing, Random Walk Computing provide a different perspective. ]]></description> 
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