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Bank of America prepares for algorithmic FX trading with Financial Labs acquisition
FREE ARTICLEBank of America has acquired Financial Labs, a trading firm specialising in algorithm-driven FX pricing and trading in foreign exchange, for an undisclosed sum. The acquisition, which includes Financial Labs' team of mathematicians and astrophysicists, wa read this
BNY Brokerage Provides Access to Trading Algorithms through Bloomberg Professional Service
FREE ARTICLEBNY Brokerage, a subsidiary of The Bank of New York, has integrated its algorithmic trading tools with the Bloomberg Professional(R) service. The integration allows Bloomberg users to access BNY Brokerage's proprietary algorithmic trading strategies di read this
AT Round Table: Multi Asset Algo
FREE ARTICLEMulti asset execution algorithms have been touted as the next “big thing”. AT asked four major sellside providers for their viewpoint. With: - Tim Wildenberg, Head of Direct Execution Services Europe, UBS - Jeff Wecker, CEO of Townsend Analytics, read this
Technology Workshop: Algo Integration – Can FIX Fix It?
FREE ARTICLEThe 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 W read this
Spotlight: Patsystems IQ-Trader
FREE ARTICLEPatsystems were one of the first ISVs to launch an electronic dealing platform when futures markets began migrating from open outcry in the 1990s. AT takes a look at the automated trading functionality within the latest incarnation of its mid-tier IQ read this
Tech Forum: The OMS - Moving On, Moving Up
FREE ARTICLEOne type of trading technology that has been much affected by the growth in algorithmic trading is the OMS. AT talks to five leading OMS vendors to find out how changes in the market are affecting their businesses and how they are dealing with those cha read this
My Machine: The AT Interview - Amplitude Capital: Precision Automation
FREE ARTICLEAutomation, both in terms of trading and back office processes, is an intrinsic part of Amplitude Capital’s day to day operation. AT talks to two of Amplitude’s principals, CEO Karsten Schroeder and CFO John Harrison about the firm’s technology, met read this
Tabb Group publishes new research on automated algorithms
FREE ARTICLETabb Group has released a new report by analyst Adam Sussman that highlights probable new developments in algorithmic trading. Sussman?s view is that as trading-oriented algorithms begin to automate more of the execution process, more inefficiency will be read this
Feature: Is Fixed Income Ready to Hit Algo Street?
FREE ARTICLEFixed income has been long regarded as the Cinderella of algorithmic trading – while equities and then FX would enjoy the ball, fixed income would be left behind. However, while we may still be a long way from a glass slipper scenario, there are now glimm read this
Leader: The Price of Principal
FREE ARTICLECertainty comes at a premium in financial markets and especially where a capital commitment is required. But just how big should that premium be for principal quotes and what are the alternatives? Dr Paul Lynch managing partner of algorithmic tradin read this
Strategies: Optimisation Algorithms for Automated Trading
FREE ARTICLEAutomation opens up the possibility of trading multiple models or the same/similar model with multiple parameter sets. However, that raises the question of how best to optimise those parameter sets. Chris Donnan, who works in equity derivatives trad read this
Exchange Views: ASX - Ramping Up For Algo
FREE ARTICLEIn common with other exchanges around the globe, the ASX has seen algorithmic and automated trading fundamentally change the nature of its order flows. AT talks to David Stocken, Senior Product Manager, Equity Products at the ASX about how the exchange read this
AT Round Table: Algorithmic Trading - Creating real value for the buyside
FREE ARTICLEAs 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 read this
Tech Forum: Data - The Exploding Supernova
FREE ARTICLEWith: - Mark Palmer, general manager and vice president of Apama Products, a division of Progress Software - Dr John Bates, founder and vice president of Apama Products, a division of Progress Software - John Coulter, vice president of marketing and read this
Feature: Algo in Asia - Slow Burn or Damp Squib?
FREE ARTICLEWhile 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 pe read this
Peek Ahead: DIY Disaster
FREE ARTICLEHow one fund house's attempt to build its own algos proved a rocky road to reality. read this
Leader: The buyside trader - empowered or extinct?
FREE ARTICLEThe introduction of Reg NMS next year will further compound other changes, such as decimalisation, that have transformed the equity market in recent years. Joe Wald, CEO of EdgeTrade Inc., explains how traders need to evolve and respond to meet this read this
Elkins/McSherry Analysis Reveals Edgetrade?s VWAP Algorithm Outperforms 93% Of Large Institutions in Universe Comparison
FREE ARTICLEEdgeTrade today announced results of a recent Elkins/McSherry analysis that showed EdgeTrade?s VWAP (Volume-Weighted Average Price) algorithm, including market impact and commissions, outperformed 93% of a universe of large, billion dollar institutions du read this
Nyfix establishes algorithmic trading solutions group
FREE ARTICLENYFIX Transaction Services has announced the introduction of NYFIX EXecution & Algorithmic Solutions, or NEXAS, to brand, package and expand the firm's algorithmic trading offerings. NYFIX algorithms are in use today at more than 60 brok read this
QSG Launches Verification Service for Algorithmic Trading Strategies
FREE ARTICLEQuantitative Services Group LLC (QSG) has announced the launch of their Algorithmic Trade Verification (ATV)(R) service. Offered to both the buy and sell side, this service will allow broker/dealers and money managers the opportunity to have an objective read this
ITG Completes First Phase of Integration with Macgregor OMS
FREE ARTICLEInvestment Technology Group, Inc, provider of technology-based trading services and transaction research, announced that its subsidiary, ITG Solutions Network, completed the first phase of its integration with the Macgregor product line. ITG Solutions N read this
Vhayu Releases Velocity 6.0 to Manage Dramatic Rise in Market Data
FREE ARTICLEVhayu, a leader in streaming tick processing and persistence software, has announced the launch of Vhayu Velocity^TM 6.0 to significantly improve the speed and scalability of trading applications. Velocity 6.0 has incorporated features designed for global read this
Instinet Launches NighthawkSM Liquidity Aggregation Algorithm
FREE ARTICLEInstinet, a global agency broker, has launched NighthawkSM, a stealth liquidity aggregation algorithm that simultaneously accesses most major pools of dark liquidity, including Liquidnet H20, NYFIX Millennium?, Pipeline and Instinet?s various sources of u read this
Banc of America Securities? Ambush Algorithm Enjoys Fastest Client Adoption Rate in Firm History
FREE ARTICLEBanc of America Securities (BAS) has announced that its newest equity algorithm, Ambush?, which was launched earlier this year, has experienced the fastest adoption rate of any of the firm?s seven algorithmic trading strategies. Ambush, which is designed read this
EXECUTION MANAGEMENT SYSTEMTM FROM EDGETRADE TO OFFER A NEW SMART ORDER EXECUTION ALGORITHM
FREE ARTICLEEdgeTrade, the independent, agency-only broker and developer of algorithmic and direct access (DMA) software has introduced FAN, a new smart order execution algorithm. FAN is available to buy-side and sell-side firms through Execution Management SystemTM read this
Bank of America pilots FX dealing algorithm
FREE ARTICLEBank of America is expanding its automated trading capabilities with the launch of its first algorithm for foreign exchange dealing. The US west coast bank says its new Trade Weighted Average Price (Twap) algorithm is designed to deliver an average ex read this
JPMORGAN INTRODUCES ALGORITHMIC TRADING ALERT SERVICE
FREE ARTICLEJPMorgan?s Electronic Client Solutions (ECS) has announced the launch of AlgoAlert, an instant messaging service that provides charts as well as real-time updates of algorithmic trading performance and trading conditions such as halts and oversized order read this
New Alternative Trading System (ATS) To Be Launched
FREE ARTICLEeBX LLC, a strategic venture between Citgroup, Credit Suisse, Fidelity Brokerage Company, Lehman Brothers and Merrill Lynch, has announced that it has created LeveL, a unique alternative trading system (ATS). LeveL is a sophisticated order-matching engi read this
Instinet Launches Wizard Arrival Price Algorithm
FREE ARTICLEInstinet, has launched Wizard, a new arrival price algorithm that helps reduce market impact by setting a trading schedule that balances a stock's historical and option-implied volatility with a trader's alpha and risk parameters. Wizard relies on the wel read this
NWQ Investment Management Co. to Deploy FlexTRADER
FREE ARTICLEFlexTrade Systems, the pioneer in multi-asset algorithmic execution management systems, has announced that NWQ Investment Management Co. will be utilizing FlexTRADER. According to Kirk Allen, senior vice president of trading at NWQ, the firm decided on F read this
Fidessa launches BlueBox algorithmic trading solution to the sell-side
FREE ARTICLERoyalblue (LSE:RYB), provider of Fidessa, announced at the Securities Traders Association Annual Conference, the U.S. launch of Fidessa BlueBox, its fully integrated, scalable algorithmic solution that offers sell-side firms industry standard benchmark st read this
Instinet and Credit Suisse?s Advanced Execution Services (AES) Partner to Deepen Their Upstairs Liquidity Pools
FREE ARTICLEInstinet, has announced a partnership with Credit Suisse?s Advanced Execution Services (AES) unit to significantly deepen the pool of institutional-only liquidity available to each firm?s clients. With the reciprocal agreement, the firms will provide thei read this
Instinet Adds Fidelity Capital Markets Services? CrossStream as Nighthawk Destination
FREE ARTICLEInstinet, a global agency broker, has announced it has added Fidelity Capital Markets Services? CrossStream ?dark? liquidity pool to its Nighthawk liquidity aggregation algorithm. With the deal, Instinet clients can potentially interact with Fidelity?s ag read this
ITG? Announces DarkServerSM Inside
FREE ARTICLEInvestment Technology Group, Inc provider of technology-based trading services and transaction research, has announced DarkServer Inside, a new feature of its algorithmic trading offering. DarkServer Inside provides customers with a way to access the liqu read this
GLOBAL FOREX TRADING PARTNERS WITH STRATEGY RUNNER TO AUTOMATE ALGORITHMS FOR FOREX TRADING
FREE ARTICLE Global Forex Trading has announce that it has been chosen by Strategy Runner as the company?s first partner in the online currency trading market (forex). Online forex trading customers will have access to high performance algorithmic trading architec read this
Banc of America Securities Unveils Departure Price(TM) Equity Trading Algorithm
FREE ARTICLE Bank of America Securities (BAS) has unveiled its Departure Price(TM) algorithm, which generates an automated execution profile based on quantitative statistics and sophisticated order placement techniques to obtain an average price as close as possible read this
BNY ConvergEx Group Integrates Advanced Trading Algorithms Through Broadening Network of OMS Partners
FREE ARTICLEBNY ConvergEx Group, LLC has announced that the integration of its sophisticated FEATS algorithmic trading tools with premier order management system (OMS) providers continues to expand as more partners are added to its growing network. Current integratio read this
Instinet Adds ISE Stock Exchange?s MidPoint Match to Nighthawk
FREE ARTICLEInstinet, has announced it has added ISE Stock Exchange?s MidPoint Match as a new destination for its Nighthawk liquidity aggregation algorithm. MidPoint Match is an exchange-based, non-displayed market that allows clients to trade equities instantaneousl read this
Instinet Launches Wizard PRO Portfolio Optimization Algorithm
FREE ARTICLEFeb 5th 2007 - Instinet, has launched Wizard PRO (Portfolio Risk Optimizer), a new implementation shortfall algorithm that optimizes a portfolio?s trading schedule based on the correlations and natural hedges that exist among the component stocks. Like In read this
Strategies: Building a Better Bear Trap
FREE ARTICLEOne 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, mo read this
Case Study: ABP - à la carte algo
FREE ARTICLEWith 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 read this
Exchange Views: ISE - Automation Inspiration
FREE ARTICLEIn April of this year, the International Securities Exchange announced that it would be entering the equities market through the launch of the ISE Stock Exchange. AT talks to David Krell, President and Chief Executive Officer of the ISE about this initiat read this
Technology Workshop: Java - Your High-Frequency Friend
FREE ARTICLEAn 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 pro read this
AT Round Table: Pre-trade analytics - expectations and reality
FREE ARTICLEPre-trade analytics have become an integral part of the workflow for algorithmic traders. We asked four major sellside banks for their views on some of the current and emerging themes in analytics. With: - Chris Biscoe, Head of US Ecommerce, Barclays C read this
Strategies: Waiting for the Iceberg
FREE ARTICLEAlgorithmic trading has radically changed trading patterns in capital markets. Transaction volumes have increased and in the equities markets in particular, individual transaction sizes have plummeted. Debbie Williams, Group Vice President of the Capital read this
My Machine: The AT Interview - Algo Reality
FREE ARTICLEInvestment management firm T. Rowe Price, headquartered in Baltimore, Maryland, has more than USD300bn under management. The company has a global presence and in common with other major asset managers uses execution algorithms in its various locations. AT read this
Hedge Funds and Multi Asset Algorithmic Trading - Perfect Partners?
FREE ARTICLEThe exponential growth of the hedge fund sector has been a major feature of capital markets over the past few years. Another more recent hot topic has been algorithmic trading across multiple asset classes. Matt Simon, Analyst at the TABB Group consi read this
FPGA's - Parallel Perfection?
FREE ARTICLEFPGAs (Field Programmable Gate Arrays) may not be new technology, but as the data crunching race in automated/algorithmic trading continues to intensify, could they be an idea whose time has finally come? AT talks to Alistair MacArthur, Senior Resear read this
The Boys from Balchug
FREE ARTICLEDmitry Bourtov runs the US-based hedge fund Solaris, as well as heading a group at the Moscow offices of data vendor CQG that combines the activities of a quant shop and a specialist financial software developer. Bourtov talks to AT about the process read this
Hedge Fund Back Offices - Sinking or Swimming in the Algo Flood?
FREE ARTICLEHedge funds have been a major factor in the growth of algorithmic trading, but how are they and their prime brokers responding to the impact that algorithmic and automated trading have had on the back office? read this
Catching up with technology: The impact of regulatory changes on ECNs/MTFs Part 1
FREE ARTICLEIn recent years the landscape of trading venues has been transformed by technological advances. New trading concepts and infrastructures along the securities trading value chain have been established. With RegNMS ("Regulation National Market System") in read this
Catching up with technology: The impact of regulatory changes on ECNs/MTFs Part 2
FREE ARTICLEIn recent years the landscape of trading venues has been transformed by technological advances. New trading concepts and infrastructures along the securities trading value chain have been established. With RegNMS ("Regulation National Market System") in read this
SDS Financial Technologies Powers On Point Executions
FREE ARTICLEFebruary 27, 2007 – SDS Financial Technologies, a provider of powerful, comprehensive trading and electronic marketplace solutions for institutions, exchanges and hedge funds, today announced that they have entered into a multi-year agreement with On Poin read this
Bank of America Unveils Adaptive Implementation Algorithm for Less Liquid Stocks
FREE ARTICLEMar 7 2007 - Bank of America today announced the launch of its latest algorithm, Instinct(TM), designed to optimize execution on stocks whose liquidity may be difficult to predict, including small and mid-cap equities. The algorithm is the ninth availa read this
LeveL ATS Quickly Hits Milestone - Automated Trading News
FREE ARTICLE12 Mar 2007 - LeveL ATS, which launched in late 2006, has already seen several 10 million share trading days highlighted by a 14 million share day on March 6. LeveL is a strategic venture with investments by: Citi, Credit Suisse, Fidelity Brokerage Compan read this
Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 1
FREE ARTICLEIn this paper, we discuss a series of pretests, based on several variants of random search, aiming at giving more clearcut answers as to whether a GP scheme, or any other machine-learning technique, can be effective with the training data at hand. Precise read this
Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 2
FREE ARTICLEPart 2 of Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading bootstrap paper. By Shu-Heng Chen and Nicolas Navet read this
MiFID: A catalyst for changing the trading landscape
FREE ARTICLEJon Carp, Head of Alternative Execution Sales Europe at C A Cheuvreux looks at the specific implications of MiFID for the buyside and sellside in terms of smart order routing and algorithms. read this
Autotrading CTAs
FREE ARTICLEGiven the number of CTAs with systematic rather than discretionary trading styles, CTAs as a breed would seem naturals for automated trading. But as Kim Hunter finds out, while they have been keen adopters of the technology, there are still plenty of leop read this
Algorithmic trading: fact or fiction?
FREE ARTICLEThe rise in the popularity of algorithmic trading has been accompanied by a commensurate increase in the amount of marketing material that relates to algorithmic trading. Unfortunately a significant proportion of this material has a tendency to confuse ra read this
Empirical execution: Aspect Capital
FREE ARTICLEAspect Capital has a long pedigree as a systematic money manager. As such, it has been well placed to make a logical progression to automated and algorithmic trading. AT talks to Rob Wakefield, Aspect’s chief operating officer, about the firm’s recent act read this
Liquidity sensing and smart order routing
FREE ARTICLERegulation in both the US and Europe is having a significant impact on smart order routing in relation to best execution and venue selection. An important part of the routing process revolves around the sensing of hidden liquidity. read this
Investment Technology Group Announces NewFlexible Participation Algorithm
FREE ARTICLEMay 17, 2007 – Investment Technology Group, Inc., provider of technology-based trading services and transaction research, today announced the addition of the Flexible Participation algorithm to the ITG Algorithms™ suite of trading tools. ITG’s Flexible read this
Instinet Launches Sidewinder Algorithm
FREE ARTICLEMay 29, 2007 – Instinet, a global agency broker and wholly-owned subsidiary of Nomura Holdings, Inc., today announced the addition of Sidewinder to its suite of algorithms. Sidewinder dynamically adjusts its volume participation rate based on the market’s read this
Full Suite of Tethys Algorithm Analytics Now Available on Townsend Analytics' RealTick(R) Execution Management System
FREE ARTICLEMay 31, 2007 - Tethys Technology and Townsend Analytics, providers of multi-broker, multi-asset, multi-currency, and multi-route electronic trading solutions for the global capital markets have agreed to supply clients with direct access to Tethys' highly read this
Assessing the Risk and Return of Financial Trading Systems - a Large Deviation Approach
FREE ARTICLEWe apply large deviation theory to assess the probability that a trading system performs below or above a certain threshold. Our technique does not require that the distribution of the performance criterion obeys a closed-form equation, and can accept a read this
Entropy Rate and Profitability of Technical Analysis: Experiments on the NYSE US 100 Stocks
FREE ARTICLE The entropy rate of a dynamic process measures the uncertainty that remains in the next information produced by the process given complete knowledge of the past. It is thus a natural measure of the difficulty to predict the evolution of the process. T read this
Financial Data Mining with Genetic Programming: a Survey and Look Forward
REGISTERED VIEWERS Genetic Programming (GP) is an appealing machine-learning technique for tackling financial engineering problems: it belongs to the family of evolutionary algorithms that have proven to be remarkably successful at handling complex optimization problems read this
Orc Software Releases CameronFAST for Delivering FAST-Encoded-FIX
FREE ARTICLEJune 19, 2007 - Orc Software, a global provider of technology for advanced trading, brokerage and connectivity, today announced the release of CameronFAST — the reliable and fast industry standard implementation of the FAST protocol (FIX Adapted for ST read this
EdgeTrade Introduces Covert Algorithm For Dark Pool Order Executions
FREE ARTICLEJune 19, 2007 - EdgeTrade has announced the unveiling of Covert, a tool for institutional traders who seek to capitalize on the benefits of sending electronic orders to dark pools only. read this
LIFFE INTRODUCES NEW TRADE MATCHING ALGORITHM FOR SHORT TERM INTEREST RATE (“STIR”) FUTURES CONTRACTS
FREE ARTICLEJune 28, 2007 - From Monday 20 August 2007 Liffe will introduce a new trade matching algorithm for its Short Term Interest Rate futures contracts. The new algorithm will be implemented for the Three Month Sterling (Short Sterling) Futures on Monday 20th A read this
Bank of America Launches Liquidity Aggregating Algorithm, Fusor
FREE ARTICLEJuly 10, 2007 - Bank of America today announced the launch of Fusor, a liquidity aggregating algorithm designed to locate and amass available shares from a wide array of market centers, including stock exchanges, crossing networks, electronic communicatio read this
RTI Brings Non-Intrusive Recording of High-Throughput Data, Events and Messages to Distributed Real-Time Systems
FREE ARTICLEJuly 11, 2007 - Real-Time Innovations (RTI), today announced the availability of RTI Recorder, a software solution for logging the high-throughput data, events and messages that drive the behavior of distributed real-time applications. Activity recorded b read this
Less Smoke; More Mirrors
REGISTERED VIEWERSLet’s start with a quick multiple-choice quiz. What are Cobra, Ambush, Arid, Nocturnal and Covert? A) The line-up for a heavy rock weekender? B) A new range of toiletries for adolescent boys? or C) A new five-part Iraq War saga by Andy McNab? The ans read this
Communicating Ltd: The Trader Stripped Bare
REGISTERED VIEWERSCommunicating Ltd’s path to becoming one of London’s most profitable trading operations started with a revolutionary matching engine that fitted on a floppy disk. Vladan Jovanovic, Managing Director, tells AT how a stripped-down approach to trading and te read this