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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
REGISTERED VIEWERSExtreme 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
REGISTERED VIEWERSTo 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
Statistical Arbitrage
REGISTERED VIEWERSStatistical Arbitrage: Algorithmic Trading Insights and Techniques Chapter 2 Statistical Arbitrage read this
New Horizons for Complex Event Processing
REGISTERED VIEWERSDaniel Chait, Managing Director, Lab49, asserts that CEP has a wide range of applications beyond algo/auto trading. read this
Do Your Testing Methods Deliver?
REGISTERED VIEWERSMuch of the underperformance of messaging systems can be attributed to inadequate measuring tools and testing conditions, according to Barry Thompson, Founder and CTO, and Dave Lauer, Senior Systems Engineer, Tervela. read this
All the News that’s Fit to Trade
REGISTERED VIEWERSNews has been moving financial markets since before Julius Reuter released his first pigeon. Chris Hall asks whether machine-readable news will give traders an edge. read this
Buy Side Flocks to FX
REGISTERED VIEWERSAuto 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
This Issue's Round-up of AT's Proprietary Alphability Metrics
REGISTERED VIEWERSTrend and Reversal Alphability data for stock index and bond futures and top/bottom five Dow stocks. read this
Cream Rising
REGISTERED VIEWERSBlackCat Trading Technologies’ Matthew Breakwell and John Reeve explain their distinctive approach to building a quantitative trading platform and outline their plans for exploiting it. read this
TABB Group Says Use of Equity Post-Trade Transaction Cost Analysis (TCA) Among US and European Firms Will Hit 90% by 2009
FREE ARTICLEMarch 11th 2008 - According to a new industry study released today by TABB Group, “Imperfect Knowledge: International Perspectives on Transaction Cost Analysis,” equity post-trade transaction cost analysis (TCA) usage among U.S. and European firms will re read this
Truviso Delivers Innovative Next-Generation Analytics Solution
STILL EDITINGApril 1st 2008 - Enterprises seeking to cope with increasing business velocity must revolutionize their analytic and decision-making foundations, says Truviso. The company today announced the latest version of its software, which features added high-avail read this
Smart Trade Launches Advanced Smart Order Router, LiquidityOrchestrator, and Upgraded smartTrade Transaction Platform (STTP)
FREE ARTICLEApril 14, 2008 – Smart Trade Technologies today announced the launch of LiquidityOrchestrator™, a smart order router that, when combined with an aggregator, internal matching engine and connection to multiple liquidity sources within the expanding landsca read this
Do Black Swans Swim in Dark Pools?
QUALIFIED REGISTRANTS & SUBSCRIBERSThe continued rise of dark liquidity and the development of more sophisticated execution algorithms could increase regulatory obligations on brokers and/or exchanges, according to Mary Lou Von Kaenel, Managing Director, Management Consulting, Jordan & J read this
Data Distribution Challenges for Next Generation Applications
QUALIFIED REGISTRANTS & SUBSCRIBERSAngelo Corsaro, Product Marketing Manager, PrismTech Corp., outlines the advantages of a new middleware – data distribution service (DDS) – over messaging technologies currently deployed to support automated and algorithmic trading. read this
This Issue's Round-up of AT's Proprietary Alphability Metrics
QUALIFIED REGISTRANTS & SUBSCRIBERSAutomated Trader's proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
Morgan’s Mission
QUALIFIED REGISTRANTS & SUBSCRIBERSAs one of the world’s largest fund managers, JPMorgan Asset Management’s trading operations increasingly resemble those of an agency broker. Daemon Bear, Head of Equity Trading, and Kristian West, Head of Trading Strategy, who recently joined from Barclay read this
Vhayu and StreamBase Partner to Provide Real-Time and Historical Market Data Solutions for Hedge Funds and Investment Banks
FREE ARTICLEMay 21st, 2008 - Vhayu and StreamBase today announced they have joined forces to deliver a tightly integrated platform for real-time and historical market data storage and analysis. read this
ICE Futures U.S. Statement in Support of CFTC Agricultural Market Initiatives
FREE ARTICLEJune 4th, 2008 - ICE Futures has issued the following statement in response to the agricultural market initiatives set forth by the U.S. Commodity Futures Trading Commission (CFTC) regarding the domestic agricultural commodity markets. read this
Vhayu launches Squeezer
FREE ARTICLEJune 9th, 2008 - Vhayu launches Squeezer, a hybrid hardware/software solution for 4:1 data compression with no performance penalty and enterprise-level fault tolerance read this
Only the versatile need apply
SUBSCRIBERS ONLYLegal and General Investment Management (LGIM) has some £300bn in assets under management invested globally. Almost half of this is invested in equities. Mary McCave, LGIM’s senior equity dealer, discusses how LGIM’s trading desk stays o read this
Scalable participation algorithm
SUBSCRIBERS ONLYToby Bayliss, Head of Electronic Execution Sales, Europe at Citi outlines the use of a scalable participation algorithm to trade a substantial order in BP. read this
How do you differentiate your electronic execution services?
SUBSCRIBERS ONLYWhile the recent proliferation of electronic execution services has presented the buyside with an impressive degree of choice, it has simultaneously landed the sellside with several challenges. How do you make your services stand out from the crowd? What read this
Automated Trader’s proprietary tradability metrics
SUBSCRIBERS ONLYAutomated Trader’s proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
Bloomberg Tradebook launches new smart algorithm
FREE ARTICLEAugust 5th, 2008 - Bloomberg Tradebook releases REACT, a new opportunistic trading strategy for US equity trading. read this
London Stock Exchange Launches Exchange Hosting
FREE ARTICLESeptember 2nd, 2008 - London Stock Exchange: Launch Of Exchange Hosting Creates Sub-Millisecond Access To Its Markets read this
NASDAQ OMX Europe Receives Regulatory Approval From the FSA
FREE ARTICLESeptember 8th, 2008: NASDAQ OMX Europe has announced that it has been granted approval by the Financial Services Authority to operate as a Multilateral Trading Facility (MTF). read this
Fidessa LatentZero leads the way with 20 brokers’ algos
FREE ARTICLEOctober 8th, 2008 - Fidessa LatentZero announces integrated access to algorithms from RBC, Instinet, Knight/EdgeTrade and DnB NOR Capital Markets via Minerva read this
Fixnetix launches new sub-millisecond data feed connectivity to NASDAQ OMX Europe
FREE ARTICLEOctober 9th, 2008 - Fixnetix announces sub-millisecond data feed connectivity to the new NASDAQ OMX Europe marketplace designed for the high performance of European blue chips. read this
Energies Close
FREE ARTICLEEnergies finished significantly higher with Crude up 3% to 67.95, Unleaded rising 4.3% to 153, Heating Oil adding 3.8% to 206 and Natural Gas jumping 5.8% to 6.799. Crude sold off overnight before forming a triple bottom around 63.25. It started to ral read this
Energies Close
FREE ARTICLEEnergies finished mixed with Crude down 5.7% to 63.91, Unleaded tumbling 8.7% to 136.60, Heating Oil plunging 4.8% to 194.44. Natural Gas rose 0.8% to 6.838. Crude sold off overnight and traded in negative territory for the entire floor session. It att read this
alphability
SUBSCRIBERS ONLYAutomated Trader’s proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. read this
StreamBase and Vhayu announce shared customer deployment
FREE ARTICLENovember 11th, 2008 - StreamBase and Vhayu partnership results in success for shared customer, RBC Capital Markets read this
Fidessa signs up European clients to ILA strategy
FREE ARTICLENovember 24th, 2008 - 20 European clients signed up for Fidessa's Intelligent Liquidity Access Strategy read this