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TSX launches two new trading programs
FREE ARTICLETSX Markets today announced details of two new trading products: TSXPress and ATX. TSXPress is a series of trading system enhancements intended for optimizing execution speeds for algorithmic traders. In the 2006 phase of TSXPress, TSX plans to introduce 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
Exchange Views: LSE Multi Asset Futureproofing
FREE ARTICLETechnology 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 st 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
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
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
Spotlight: RTD Tango - Cutting to the Chase
FREE ARTICLETools for trade automation have been around for several years. One of the later arrivals at the automation party is RTS Realtime Systems Group, which launched its RTD Tango automated/algorithmic modelling and trade execution platform last year. As 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
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
Aleri Labs and Attunity Partner to Extend Streaming Data Integration Capabilities
FREE ARTICLEAleri Labs today announced that it has partnered with Attunity, a provider of enterprise-class integration platforms for real-time and on-demand data integration. The Aleri Labs and Attunity partnership overcomes one of the key obstacles to more widespr read this
Progress Software Brings Business Activity Monitoring Dashboard Capabilities to Event Stream Processing
FREE ARTICLEProgress Software Corporation today announced the availability of Progress? Apama? Dashboard Studio?, a Business Activity Monitoring (BAM) dashboard design and execution environment for the Progress Apama Event Stream Processing? platform. The Dashboard read this
TSX to build next-generation trading engine and smart order router
FREE ARTICLETSX Markets President Rik Parkhill today announced details of two significant TSX Group trading enhancements: the next generation trading engine and a smart order router. He made his comments at the FPL Canadian Electronic Trading Conference in Toronto. read this
EBS Dealing Resources Extends EDS Relationship; EDS Will Continue Decade-long Engagement to Manage Company's Global Network.
FREE ARTICLEEDS announced it is extending its relationship with EBS Dealing Resources. Financial details of the agreement were not disclosed. EDS will continue to enable EBS' global growth with a range of IT services including management of the company's global ne 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
Wombat releases feed handler for ARCABook
FREE ARTICLE Wombat Financial Software, provided a significant endorsement of the new FIX Adapted for Streaming (FAST) protocol today by announcing the release of a new FAST feed handler for the Archipelago Exchange\'s ARCABook Binary feed. FAST is a new market dat read this
Lehman buys minority stake in Bats ECN
FREE ARTICLEUS investment bank Lehman Brothers has acquired a minority stake in Missouri-based ECN operator Bats Trading. Financial details of the transaction were not disclosed. Based in Kansas City, Bats (Better Alternative Trading System) was founded in 2005 by read this
Lime Brokerage to Acquire Stake in BATS Trading ECN
FREE ARTICLELime Brokerage LLC haS announced that it has acquired a minority stake in BATS Trading Inc, a high-speed ECN (Electronic Communications Network) designed to handle high-volume electronic trading. Details of the transaction were not released. "Lime B read this
Currenex Commences Catalyst Program for Algorithmic and Treasury Management Systems
FREE ARTICLECurrenex announced the participation of third party software providers in a Catalyst Program designed to confer ?Partner? status to those participants meeting and maintaining strict security and integration protocols. Partners, including Algorithmic and T read this
QUANT HOUSE PUTS CHICAGO less than 45 milliseconds away from LONDON allowing program trading firms of both cities to benefit from accurate & ultra low latency market data feeds
FREE ARTICLEQuant House, has announced that the combination of its feed handlers technology with the performance of its private fully owned global fiber optic network between Chicago, New York, London, Paris and Frankfurt will allow program trading firms in London to 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
Chi-X Latency Measured to be 10 Milliseconds by TransactTools
FREE ARTICLEFeb 5th 2007 - Instinet Chi-X Limited, the pan-European equity alternative trading system (ATS), or multi-lateral trading facility (MTF) as it will be known once MiFID goes into effect in November, has announced that its roundtrip latency has been measure read this
Vhayu Launches Velocity for Fixed Income to Capture, Store and Analyze Fixed Income Market Data
FREE ARTICLEFeb 7th 2007 - Vhayu, has announced availability of Vhayu Velocity for Fixed Income TM which delivers real-time analytics and storage of critical fixed income market data. Following increased customer demand for fixed income specific features, Velocity fo 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
Market heterogeneities and the causal structure of volatility - Part 1
FREE ARTICLEThe correlation between historical and realized volatilities is studied empirically for a large range of time intervals. Similarly, the correlation between the volatility changes and the realized volatilities is studied. Both quantities measure the respon 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
Streambase Launches MiFID and Algorithmic Trading Solutions
FREE ARTICLEMar 6 2007 - Global financial services firms demand specialized complex event processing to address unique needs around best execution & regulatory compliance read this
New trading system lands Merrill investment
FREE ARTICLEMar 7 2007 - BATS, an electronics communications network, looks to compete with Nasdaq as more trading moves to electronic platforms. 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
Streambase Launches Partner Program
FREE ARTICLEMar 20, 2007 - StreamBase Systems today announced the official launch of its worldwide Partner Program for technology partners, independent software vendors, original equipment manufacturers, system integrators, and value-added resellers. The program se 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
Investment on High-Speed, Advanced-Trading Infrastructure Value Chain across Asset Classes to Hit $860M in 2007, Rising to $1.3B by 2010, Says TABB Group
FREE ARTICLEApril 2, 2007 - In 2006, over half of institutional equities trades in the US were executed through direct market access (DMA), algorithms, programs or crossing networks and with steady growth in every electronic execution channel that percentage will inc read this
Exchange-Traded Equity Derivatives Set to Skyrocket as Absolute-Return Strategies, Portable Alpha, Hedge Funds and Yield Enhancements Create Seismic Shift
FREE ARTICLEApril 12, 2007 - The world of investment management is changing with absolute-return strategies, portable alpha, hedge funds and yield enhancement an integral part of the everyday life of traditional portfolio management. According to TABB Group in its ne read this
Distributed automation
FREE ARTICLEWhile 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. read this
High frequency data analysis
FREE ARTICLEAs the requirements for storing, manipulating and deriving intelligence from ever larger data sets continue to expand, techniques and technology have to keep pace. Brian Sentance, CEO of Xenomorph, outlines some of the prerequisites. 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
EdgeTrade's Fan Outpaces Industry Estimates For Sourcing Liquidity
FREE ARTICLEApril 17, 2007 - EdgeTrade, agency-only broker and developer of algorithmic and direct access (DMA) software – today announced revealing, year-to-date performance figures for FAN, its smart order execution strategy launched in September 2006 that enables read this
Morgan Stanley selects ULLINK’s algo publication solution
FREE ARTICLEApril 18, 2007 - ULLINK, specialist provider of global transactional solutions for the financial community, today announced that Morgan Stanley selected the UL REACH solution to publish algorithms to buy-side clients. 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
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
Market data connectivity
FREE ARTICLEWith: - David Hann, general manager for EMEA at Interactive Data Real-Time Services - Gregory Smith, CEO at Cicada Corporation - Mark Akass, CTO at BT Radianz - Alasdair Moore, global head of sales at Fixnetix - Guy Tagliavia, president and CEO at Infody 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
OMX introduces new solution for market data distribution
FREE ARTICLEApril 24, 2007 - OMX today introduces Genium Market Info, a low latency distribution system for market data. Raising the bar on speed and flexibility, Genium Market Info includes the management functionality needed to serve as a business development tool 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
Transaction Cost Research
FREE ARTICLEAn excerpt from Kendall Kim's forthcoming book "Electronic and Algorithmic Trading Technology: The Complete Guide" Chapter 10: Transaction Cost Research read this
DRC and Exegy Announce Joint Development Agreement
FREE ARTICLEJune 5, 2007 - Exegy Inc., a data search, analysis, processing and storage company, and DRC Computer Corporation, a provider of dynamically reconfigurable coprocessor modules, today announce the signing of a joint development agreement to deploy a new cop 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
Arcontech unveils first independent feed handler for Chi-X
FREE ARTICLEJune 13, 2007 - Arcontech has announced the first independent feed handler for Chi-X, the recently launched pan-European ATS (to be known as a multi-lateral trading facility on the introduction of MiFID). This brings free market data a step closer by enab 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
Selero Demonstrates Smart Order Routing and Best Execution Trading
FREE ARTICLEJune 18, 2007 - Selero, Inc., provider of trade execution systems, will demonstrate Smart Order Routing and Best Execution Trading (SORBET) at the SIFMA Technology Management Conference in New York City this week (June 19-21). In the demonstration, Sel read this
Speedy Cityvision From Arcontech Is Fastest Real-Time Data Suite
FREE ARTICLEJune 27, 2007 - Arcontech asserts that its CityVision suite is the fastest application on the market for publishing prices and other data in real time, with latest performance details showing competitors are still struggling to match its speed. read this
National Stock Exchange Begins Publishing Key Monthly ETF Data
FREE ARTICLEJuly 10, 2007 - National Stock Exchange (NSXSM) today launched the publication of month-end data reports on U.S. listed Exchange-Traded Funds (ETFs). Beginning with the June 2007 Report issued today, NSX will publish this key ETF data promptly following t 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
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
RTS Names Intersoftkk as Certified Distribution Partner in Japan
FREE ARTICLEJuly 11, 2007 - RTS Realtime Systems Group and Tokyo-based Intersoftkk today announced that they have entered into a distribution agreement to sell and support the entire portfolio of RTS’ professional trading solutions to the Japanese market. read this
Algorithmic Traders & Their Impact on the Derivatives World
REGISTERED VIEWERSHaving revolutionised the equity markets, algorithmic trading is already reshaping the derivatives sector. Neal Brady, Director of Products and Services Technology, CME, looks at the technology and infrastructure changes that are fast attracting algorithm read this
Using Order Book Data to Improve Automated Model Performance
REGISTERED VIEWERSAutomated 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 read this
Backtesting: Best practice principles for beating the market
REGISTERED VIEWERSIn an increasingly crowded market, traders need comprehensive, integrated backtesting capabilities to ensure their algorithms stay ahead of the competition. Jorin Daleanes, Sales and Account Manager, RTD Tango and Backtester, and Steffen Gemuenden, Co C read this
The L Word
REGISTERED VIEWERSIt is widely considered as critical to the performance of an algorithm, but what do we actually mean by latency? Dr Usman Malik, of algorithmic trading specialists P.E. Lynch LLP, explains the main sources of latency and suggests some practical steps for read this
Pennies from Heaven?
REGISTERED VIEWERSAs the SEC’s six-month penny pilot scheme draws to a close in the US options market, Chris Hall reports on the initial impact on different market segments and asks whether decimalisation will open up the market for higher levels of automated and algorit read this
A Global Round Trip
REGISTERED VIEWERSExchanges around the world are investing in new technology and services to attract a greater share of algorithmic and automated trading volumes. Chris Hall takes a whirlwind tour of the exchanges that are pulling out the stops to bring much-needed source 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
Towergroup finds MiFID And Reg NMS may drive 900% increase in amount of market data published by 2012
FREE ARTICLEJuly 31, 2007 - Designed to improve competition and level the playing field for investors, the EU Markets in Financial Instruments Directive (MiFID) and the US Regulation National Market System (Reg NMS) are poised to drastically change the way the global read this
Campbell & Company to Re-Open Managed Futures Portfolios to Investors
FREE ARTICLEAugust 7, 2007 - Campbell & Company has announced that the firm will re-open its managed futures portfolios to investors, effective September 1, 2007 This will include the Financial, Metals & Energy (“FME”) Portfolio, which has over $9 billion of Campbell read this
Electronic Trading threatens US Broker Commissions
FREE ARTICLEAugust 23, 2007 - US brokers are seeing a substantial drop in the revenues they derive from equity execution as their fund management clients adopt low-cost electronic trading methods, a trend that will account for half of all US equity orders before 2010 read this
Lightspeed Goes Live with Portfolio Margining Service
FREE ARTICLESeptember 10, 2007 - Lightspeed Holdings announced today that its first retail automated trading client began utilizing portfolio margining to potentially increase its capital leverage and margin flexibility when trading. read this