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Event processing in the world of electronic and algorithmic trading

Event processing is a set of concepts and accompanying technologies that have been building momentum in the world of finance over the past few years. These ideas and technologies are rapidly changing the way in which automated trading systems and related parts of electronic trading systems are built and run. As with any new concept or technology, a glut of confusing �market speak� often arises from vendors promising to save the world. Chris Donnan, who works in equity derivatives trading technology at a top Wall Street firm, provides a translation.

Distributed automation

While automated trading is now relatively commonplace, Rickey Cheung has been one of a few to take the process a step further. In addition to his own proprietary trading, he also redistributes trading signals to automated trading clients around the world. AT talks to Cheung about his methods and technology.

Using Order Book Data to Improve Automated Model Performance

Automated traders now have access to unprecedented levels of market data. Thom Hartle, Director of Marketing, CQG, conducts a theoretical comparison between two trading systems to explore how order book data can be leveraged for optimal trade performance.

Solid ICE goes on growing!

Atlanta - 0935EST, 2 May 2008: IntercontinentalExchange (NYSE: ICE) has reported solid growth in volume and commissions for April. ADV in futures during the month rose 14%, and OTC commissions increased 96% over April 2007. Total ADV for all ICE Futures contracts reached 863,325 in April 2008 compared to 755,474 in April 2007. Meanwhile, ADV at ICE Futures Europe(TM) reached 568,965 contracts in April 2008, which was an increase of 15% over April 2007; also, a total monthly volume record was achieved in the ICE Brent Crude futures contract.

ICE Futures U.S. Announces New Incentive Program for Chicago Exchange Members to Trade Fast-Growing Russell Index Products

May 6th, 2008 - ICE Futures U.S.(TM) today announced an incentive program for the Russell 2000 Index mini futures contract for members of Chicago exchanges in conjunction with growing participation in the Russell Index futures markets on ICE.

IntercontinentalExchange Reports Solid April Volume Growth; OTC Commissions Nearly Double to $1.3 million

May 2nd, 2008 - IntercontinentalExchange (NYSE: ICE), reported solid growth in volume and commissions for the month of April. Average daily volume (ADV) in futures during April rose 14%, and OTC commissions increased 96% over April 2007.

ICE Futures U.S. Announces Introduction of Serial Options on Russell Index Futures

May 20th, 2008 - ICE Futures U.S. Announces Introduction of Serial Options on Russell Index Futures.

Mini Russell 2000 Index Futures Set Second Consecutive Daily Volume and Open Interest Records on ICE Futures U.S.

June 13th, 2008 - ICE Futures has announced further milestones in the transition of Russell Index futures and options on futures to ICE. A daily volume record of 14,807 Russell Mini Futures was set on Thursday, June 12, representing the third volume record for the week.

IntercontinentalExchange Reports 15% Growth in Futures Volume and 69% Increase in OTC Commissions for Second Quarter 2008

July 2nd, 2008 - IntercontinentalExchange reports solid growth in volume and commissions for the month of June

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?