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Case Study: Nordic Models - Auto FX at DnB NOR
FREE ARTICLEDnB NOR is Norway's largest financial services group with total assets of more than NOK1400bn. The group has an established history of proprietary trading that was expanded in mid 2005 with the addition of an API trading program for FX. AT talks to Jan St read this
Case Study: Algo Pairs at Investec
FREE ARTICLEInvestec 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 algorithm read this
MarketXS and Apama team to deliver hosted algo trading services
FREE ARTICLEMarketXS, has announced that it has signed a letter of intent with Progress Apama. The MarketXS - Progress Apama partnership aims to deliver a standard version of Progress Apama's algorithmic trading engine to mid-sized financial institutions, as a funct read this
Investec goes live with the Fidessa ? algorithmic tools
FREE ARTICLERoyalblue (LSE:RYB), provider of Fidessa, has announced that Investec Securities (UK) has gone live with Fidessa's Pairs and VWAP algorithmic trading modules. Investec, a specialist banking group providing financial services in the London, South African a read this
ICAP Enhances EBS Prime Brokerage Service with NetLink
FREE ARTICLEFeb 15th 2007 - ICAP Enhances EBS Prime Brokerage Service for FX Trading Banks with NetLink, Powered by Traiana 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
ICAP + EBS = Joined up data
FREE ARTICLEThe explosion in automated and algorithmic trading has been accompanied by a huge thirst for data - market participants want data, lots of data. And they want a broader range of it - the days of providing just traded prices are long gone. Today’s market w read this
Traiana connects NetLink ticket netting engine to Hotspot FXi
FREE ARTICLEMay 3, 2007 - The Traiana Harmony Service, providers of post-execution STP for the FX market, is working with institutional electronic trading platform Hotspot FXi, a subsidiary of Knight Capital Group, Inc. to introduce NetLink efficiencies for Hotspot F read this
αlphability
REGISTERED VIEWERSThis issue of Automated Trader marks the launch of a new set of tradability statistics called Alphability. Andy Webb outlines some examples of their construction and their application as tools to expedite the development of automated and algorithmic tradi read this
FXCM Announces Automated Systems Trading
FREE ARTICLEOctober 16th, 2007 - FXCM (www.fxcm.com) recently introduced its new systems trading platform – Forex System Selector (FSS) Clients now have the ability to customize and manage an automated trading system. read this
Get a Grid!
QUALIFIED REGISTRANTS & SUBSCRIBERSIn the Q3 issue’s Technology Forum, our panel of experts agreed that grid computing had not yet been fully harnessed to support automated trading. So Automated Trader asked Mike Stoltz, VP, Architecture and Strategy, Financial Services at Gemstone Systems read this
ICAP Broking Volumes Reach Record Levels in 2007
FREE ARTICLEJanuary 3 2008 - ICAP experienced record transaction volume across its electronic broking platforms in 2007. Average daily electronic volume in 2007 exceeded US $806 billion, a 27 percent increase year-on-year. read this
Monte Carlo or Bust
REGISTERED VIEWERSStatistical Arbitrage: Algorithmic Trading Insights and Techniques Chapter 1 Monte Carlo or Bust read this
Statistical Arbitrage
REGISTERED VIEWERSStatistical Arbitrage: Algorithmic Trading Insights and Techniques Chapter 2 Statistical Arbitrage read this
Buy Side Flocks to FX
SUBSCRIBERS ONLYAuto and algo trading techniques are being deployed by a wide range of buy-side firms in the increasingly crowded, but not always transparent, waters of the FX market. Chris Hall reports. read this
Hard and Fast?
SUBSCRIBERS ONLYHardware and networking infrastructures should be the building blocks of any market participant’s algorithmic and automated trading capabilities. AT asks leading providers to share their views on the latest techniques and technologies. read this
Hard and Fast?
REGISTERED VIEWERSThis is an extended version of the Tech Forum that appeared in the Q1 2008 edition of Automated Trader. It includes an additional interviewee and expanded answers from all interviewees on the latest techniques for hardware and networking infrastructures. read this
The Multi-Venue FX Algo
SUBSCRIBERS ONLYIan Smith, Director, and Cameron Mouat, Head of AES FX Trading, Credit Suisse, provide an example of how execution algorithms capture liquidity across multiple trading venues in the foreign exchange market. read this
Solace Systems demonstrates low latency,, six figure throughput in guaranteed messaging with STAC
FREE ARTICLEJuly 10th, 2008 - Solace Systems, has announced the results of testing of its guaranteed messaging solution with the Securities Technology Analysis Center (STAC). read this
Daily Volume Records for Mini Russell 2000 and Currency Pair Futures Set on ICE Futures U.S.
FREE ARTICLESeptember 9th, 2008: ICE Futures U.S.(TM), has announced further milestones in the transition of Russell Index contracts to ICE. A daily volume record of 22,129 mini Russell 2000(R) Index futures contracts was set on Monday, September 8. Total volum read this
FX Update: Euro Under Pressure
FREE ARTICLEEUR/USD came back under pressure after starting the European session close to 1.3600. Eastern European names were good early buyers, but the pair struggled to overcome large standing orders from French and German accounts, which encouraged a move back in read this
FX: Cable Faces Pressure; Other Euro Units Off Lows
FREE ARTICLEThe European market continued to focus on the dire state of the European banking sector, which left the European majors on a heavy footing, although with the exception of Cable most currencies remained above Monday's lows. Cable came under increas read this
FX: AUD Drifts After RBA Rate Cut
FREE ARTICLEAUD-USD drifted lower in to the N.Y. session to trade back in to 0.7125 after it lost support around the 0.7200 handle. Further unwinding of carry trade positions continued to weigh on Aussie, while macro account selling was also noted in the mix in respo read this
FX Update- EUR/USD
FREE ARTICLEEUR/USD stops are building above 1.3640. An earlier push higher by N.Y. accounts saw stops above 1.3625 taken out, but the pair topped out at 1.3636 and turned back in to 1.3600 on German and French account selling. There are reports of a large 1.3600 opt read this
FX Update- USD
FREE ARTICLEUSD is set to finish lower vs. all major currencies, save for a 0.75% gain vs. CAD, with the USD Index down 0.8% to 81.019. The greenback carried a negative bid-tone for most of todayâ€™s session and faced extended selling pressure after the Fed ann read this
FX Update: Dollar Pressures Yen
FREE ARTICLEJPY experienced a wild price swing in thin trade, with USD/JPY rallying sharply to hit 101.48 highs as good option related buying came in underneath 100.00. The interest went through in very illiquid trade, fueling fears of BOJ intervention, although Japa read this
FX Update: Yen Bolstered by Sellers
FREE ARTICLEJapanese name sellers triggered USD/JPY stops to send the pair down to 99.36 lows. Sellers included Japanese lifers and exporters, although follow through has been stymied by importer bids and option related demand. Meanwhile, EUR/JPY down turn was limite read this
FX Update: Yen Bolstered by Sellers
FREE ARTICLEJapanese name sellers triggered USD/JPY stops to send the pair down to 99.36 lows. Sellers included Japanese lifers and exporters, although follow through has been stymied by importer bids and option related demand. Meanwhile, EUR/JPY down turn was limite read this
Full TSY Statement on Mkt Conditions and Debt Mgmt
FREE ARTICLEFrom acting assistant secretary for financial markets Karthik Ramanathan: Treasury closely monitors conditions in the Treasury securities market as well as financing markets. Treasury realizes that the depth and liquidity of the Treasury market benefit read this
FX Update: European Midday Summary
FREE ARTICLERisk aversion abated as stock markets rebounded, which saw the JPY weaken and the likes of the commodity currencies and recently hard pressed emerging nation units find a footing. EUR/USD also recouped some recent losses, making a new high for the week of read this
FX Update: Swissy Firms
FREE ARTICLECHF maintained a firm tone, although the crosses are trading a short distance from their weekly lows, with profit taking coming in to the market. EUR/CHF is trading around 1.5240 versus 1.5165 lows and GBP/CHF is close to 1.8950 versus lows of 1.8854. Mea read this
FX Update: European Midday Summary
FREE ARTICLEThe European markets were relieved after the European equity markets rallied following the weekend G7 and EU meeting. More guarantees and policy directives were indicated, which fueled a pick up in risk appetite. JPY traded on a softer footing, although U read this