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Progress Software launches Apama EventStore
FREE ARTICLEProgress Software Corporation today announced the launch of Progress? Apama? EventStore?. Apama EventStore is a real-time event data store and replay facility that enables the backtesting of algorithmic trading strategies on historical data. Apama EventSt 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: 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
Exegy/Hyperfeed merge to form Exegy, Inc. in St. louis
FREE ARTICLEExegy, Inc., a St. Louis company formed to commercialise the hardware and software technology developed at the Washington University School of Engineering and Applied Science, and Hyperfeed Technologies, Inc., a Chicago company specialising in the financi read this
Global Partnership Created Between SimCorp and Spotfire
FREE ARTICLEA new global partnership between two leading companies in their respective fields ? SimCorp, provider of asset management software, and Spotfire, provider of enterprise analytics software ? will bring enhanced visual and data-analysis capabilities to SimC 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
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 funds send Asian equity trading volumes soaring, says report
FREE ARTICLEBuoyed by outsized returns and driven by an influx of hedge funds, equity market trading volumes surged throughout Asia in 2006, and institutional investors remain bullish about the region's prospects for the coming year, according to a report from consul 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
Euronext announces launch of its high capacity trading services for its cash and derivatives markets
FREE ARTICLEApril 2, 2007 - Euronext announced today that it will make two new high capacity trading services available to its market participants in 2007. The new services have been designed to offer the fastest possible unified access to Euronext cash and derivativ 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
Event processing in the world of electronic and algorithmic trading
FREE ARTICLEEvent 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 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
BEA enters event-driven architecture arena
FREE ARTICLEMay 29, 2007 - BEA has entered the event-driven architecture market with a product geared for SOA using Java. 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
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
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
Northern Exposure
REGISTERED VIEWERSThe rising level of algorithmic and automated trading is one of the key drivers behind a major technology and service overhaul at OMX’s Nordic Exchange. Jukka Ruuska, President, Nordic Marketplaces, OMX, provides a snapshot of the exchange’s plans for han read this
Digipede Launches the Digipede Network 2.0
FREE ARTICLESeptember 17, 2007 – Grid software provider Digipede Technologies, at the High Performance on Wall Street conference, today unveiled the newest version of its award-winning grid software solution for the Microsoft Windows platform. The Digipede Network 2. read this
Vhayu announces Velocity Order Book Analyzer 2.0, the first liquidity discovery solution to combine real-time and historical data analysis and storage
FREE ARTICLEOctober 29th 2007 — Vhayu today announced the launch of an enhanced version of Velocity, its patented market data platform. Velocity Order Book Analyzer 2.0 will allow clients to see more data faster by providing visibility of prices and liquidity across read this
Baptism by Fire
QUALIFIED REGISTRANTS & SUBSCRIBERSExtreme volatility in the equity markets made August a testing month for both users of execution algorithms and automated trading strategies. Leading players explain the lessons for the future to Chris Hall. read this
Plimsoll Takes the Plunge
QUALIFIED REGISTRANTS & SUBSCRIBERSTo offer greater diversification to investors, US-based Plimsoll Capital introduced Armada, a portfolio of automated strategies. Tom Parry, Director of Algorithmic Trading, tells AT how the FX-focused asset manager built the platform on which Armada now s read this
Every trader needs an algorithm
FREE ARTICLENew breeds of aggressive algos are being designed for active DMA traders, whilst changes in market structure are making algos essential. read this
Evidence-Based Technical Analysis: Statistical Analysis
REGISTERED VIEWERSThe following excerpt is from Chapter 4 of David Aronson's recently published book "Evidence-Based Technical Analysis". Together with Chapters 5 and 6 of the book (which will be available as excerpts later) it addresses aspects of statistics that are part read this
Data-Mining Bias: The Fool’s Gold of Objective TA
REGISTERED VIEWERSThe following excerpt is from Chapter 6 of David Aronson's recently published book "Evidence-Based Technical Analysis". Together with Chapters 4 and 5 of the book it addresses aspects of statistics that are particularly relevant to evidence-based (as oppo read this
Monte Carlo or Bust
REGISTERED VIEWERSStatistical Arbitrage: Algorithmic Trading Insights and Techniques Chapter 1 Monte Carlo or Bust read this