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US Economic Releases Next Week
FREE ARTICLEMonday December 1st November ISM Manufacturing Index October Construction Spending Tuesday December 2nd November Vehicle sales Wednesday December 3rd November Challenger Job Cuts November ADP Employment Change Q3 Non-Farm Productiv read this
UK CBI NOV. DISTRIBUTIVE TRADES SURVEY -46 V OCT.'S -27, EXPECTED SALES -40
FREE ARTICLEThe Confederation of Business Industry's (CBI) distributive trades survey showed UK retail sales fell much more than expected in November, with nearly half of retailers polled saying sales decreased on the month. November' survey showed a net b read this
Preview: Canadian Fiscal Update
FREE ARTICLETomorrow afternoon at 4:00 p.m. EDT, the Department of Finance will release the Economic and Fiscal Update from Parliament Hill. Both the Canadian Prime Minister and Finance Minister have repeatedly said this week that Canada is entering a â€œt read this
FX Update- Cable
FREE ARTICLECable extended its recovery and moved above 1.5400 handle as the dollar continued to head lower in to the weekend. The move dollar move lower despite easier equity markets is a change of tact in sentiment, with risk reduction tending to favor the dollar o read this
U.S. Opening Comments
FREE ARTICLEAsian Equity Markets were mixed with Japanese stocks under pressure from a Toyota Downgrade and Chinese Markets bid behind a 108bp rate cut. European Markets are under pressure on worse than expected German CPI, lower than expected U.K. GDP. EUR sold read this
Equities Close
FREE ARTICLEEquities finished mixed with the Dow up 0.4% to 8480, the S&P rising 0.7% to 857, and Nasdaq falling 0.5% to 1465. The S&P500 opened higher after details of the new facilities to boost consumer lending were released. However, the S&P peaked read this
Canada Economic and Fiscal Update to be Released Thursday Afternoon
FREE ARTICLERarely released under embargo an exception has been made for this Update largely because it is widely expected to include details on economic stimulus package along with a fiscal update. "Our system is solid" said Flaherty and adding that Budget read this
Ivanhoe Disputes Allegation over Ecuador Oilfield Contract
FREE ARTICLEIn a release distributed by Canada NewsWire today, Ivanhoe Energy said allegations in a recently filed lawsuit seeking to contest a contract the company won earlier this year, are false and totally without merit. Details of the allegations were not distr read this
Consumer Confidence Survey shows labor market outlook less negative
FREE ARTICLERespondents anticiating fewer jobs going forward fell to 33.3% verus 41.5%; those expecting jobs to increase went from 7.3% to 9.2% - a negligible change. read this
10yr Update
FREE ARTICLEAfter the FED released the details of its new lending facility, the 10yr knee jerked lower, touching 120-01. It has since rallied and is trading close to pre-8:15 levels. The 10yr is currently up 29 ticks at 120-09 read this
Preview: Q3 Preliminary GDP
FREE ARTICLE<ul> <li>Q3 Preliminary GDP is expected to be revised down to -0.6% following a -0.3% reading in the Advance report</li> </ul> <ul> <li> The Q3 GDP Price Index is expected to be left unrevised at 4.2%</li> read this
Fixed Income: Bunds Follow Equities Down
FREE ARTICLEBund futures are lower in early trade, as German consumer confidence unexpectedly improved on the back of lower oil prices. Q3 GDP data confirmed that Germany is in recession but is too backward looking to change the growth outlook. Stock market futures a read this
Preview: Q3 Preliminary GDP
FREE ARTICLE<ul> <li>Q3 Preliminary GDP is expected to be revised down to -0.6% following a -0.3% reading in the Advance report</li> </ul> <ul> <li> The Q3 GDP Price Index is expected to be left unrevised at 4.2%</li> read this
Dollar Faces Far East Pressure in Thin Trading
FREE ARTICLEÂ The Citigroup news has lifted U.S. equity futures, though it has failed to lift the recessionary blues in most Asian markets today. <span class="actionalerts_body"& read this
Citigroup Bailout Dominates Asian FX Trading
FREE ARTICLEAsian FX trading flows were dominated by the breaking news on the Citigroup bailout. Currencies and USD-JPY rallied at the open in Asia to 96.07, finding residual support from the strong, late rally on Wall read this
FX Update
FREE ARTICLE FX trading flows were dominated by the breaking news on the Citigroup bailout. Currencies and USD-JPY rallied at the open in Asia to 96.07, finding residual support from the str read this
Canada Expected to Signal Stance on Auto-Aid Thursday
FREE ARTICLENext Thursday, Finance Minister Jim Flaherty will release his Fall Fiscal Update, which is widely expected to have one or two more details regarding the government's intentions vis-a-vis the auto-industry. read this
FX Update- Cable
FREE ARTICLECable consolidated ahead of London close, with the pair trading under 1.4900 after it failed to hold above 1.5000. Good real money and leverage account selling putting a top in place around 1.5050. Sterling was also pressured as risk appetite picked up, w read this
FX Update: Sterling Rises a Touch on Positive Equities
FREE ARTICLEGBP benefited on slight improvement in risk profile following the rebound in Asian equities. However, European indices are struggling to sustain an upturn, with underlying fundamentals still very negative. One development that could capture the sterlin read this
FOMC meeting change announcement
FREE ARTICLEThe Federal Open Market Committee on Thursday announced it would expand its December meeting to two days to allow additional time for discussion.Â The upcoming meeting, previously planned as a one-day meeting, will begin on the afternoon of Mo read this
Natural Gas Update
FREE ARTICLENatural Gas tumbled to a low of 6.201 after storage change showed an unexpected build. It has since pared its losses to 6.8% at 6.354 but is still trading near the bottom of its trading range. Below 6.201, there will be further support at Fridayâ€™s read this
RTS "Market Trends" Panel, FIA Chicago, November 2008.
FREE ARTICLEAutomated Trader Publisher, John Howard chairs the RTS "Market Trends" panel at the FIA Chicago with John Lothian and John "Dr. J" Najarian. John Lothian is publisher of the popular "John Lothian Newsletter" and President of The Price Group. John Na read this
Support for Auto-sector Enshrined in Throne Speech - No Details
FREE ARTICLEThis afternoon's traditional Throne Speech read by the Governor General introduced the new government's priorities with regard to the new session of Canadian parliament. In the speech a brief mention was made of "further support for the a read this
Equities Close
FREE ARTICLEEquities were crushed with the Dow down 5.1% to 7998, the S&P plunging 6.1% to 807 and Nasdaq plummeting 6.5% to 1386. This is the first time the Dow has closed below 8000 since Mar-03. The S&P500 twice bounced off resistance up at 865 before fal read this
BOC Repurchased C$324.2mln Today
FREE ARTICLEFurther details at the <a href="http://www.bankofcanada.ca/cars/bd_regrep_8040_results_20081119_122000.html">BOC website.</a> read this
October Canadian Composite Leading Indicator Dragged by Stock Market
FREE ARTICLEComposite Leading Indicator m-o-m: -0.4% Manufacturing New Orders m-o-m: -1.5% Manufacturing Shipments/Inventories ratio m-o-m: 0% Disappointing estimates the October Canadian Composite leading indicator dropped 0.4% from a revised 0.3% decline prio read this
U.S. Opening Comments
FREE ARTICLEAsian and European Equity markets remained under pressure despite the reversal higher in the major U.S. indexes yesterday.Â U.S. equity indexes are indicated lower this morning with the Dow off about 100 points at this writing.Â S& read this
ANALYSIS: Unfinished Business for BOE on Rate Front
FREE ARTICLEMinutes of the Bank of England's most recent meeting suggest policy makersÂ have much unfinished business left on the rate front, despite its unprecedented, 'shock' 1.5-percentage-point cut earlier in the month. BOE policy mak read this
As the focus turns to risk management, don’t neglect the front office
FREE ARTICLEAll the indicators are pointing to a sharp decline in technology spending in financial markets. That obviously makes maximising the value-add of tech investment an absolute must. Zohar Hod of SuperDerivatives argues that this does not automatically imply read this
Details on Tomorrow's Hearing
FREE ARTICLEThe House Financial Services Committee is holding a hearing on the implementation of the Emergency Economic Stabilization Act (EESA) tomorrow at 9:30am EST. Scheduled to testify: * Paulson * Bernanke * Bair read this
CIBC and BMO will Have to Change Their Ways
FREE ARTICLECalls for higher capital standards and stronger risk management at banks emerging from the G20 meeting this weekend, are likely to adversely affect Canadaâ€™s 4th and 5th largest banks. BMO and CIBC have had more exposure and involvement in struct read this
More Details on Paulson's Panel Discussion at 6:30 Tonight
FREE ARTICLETreasury Secretary Paulson will be discussing the economy and markets at the Four Seasons in Washington, DC. Other members on the panel include Lawrence Summers and Robert Rubin read this
FX Update: Euro Gains Despite Early Equity Weakness
FREE ARTICLEEUR/USD was aided by cross flows, with the pair rallying in response to the improved tone in EUR/JPY and EUR/CHF since they recovered from early Asian weakness. EUR/JPY traded up to European highs of 122.88 and EUR/CHF extended its recovery from 1.5000 to read this
In the Markets
FREE ARTICLE* G20 pledge cooperation to restore growth, stabilize markets, but no details * European calendar has EZ Sep trade data, seen at sa -EUR 7.5 bln * US calendar has Nov Empire State manufacturing, Sept production and capex * Canadian calendar hig read this
Natural Gas Update
FREE ARTICLEAfter storage change came in higher-than-expected, Natural Gas plunged to lows of the day. It reached 6.054 before starting to recover and is now down 3.2% to 6.111. read this
Fidessa expands connectivity in Canada with Alpha ATS
FREE ARTICLENovember 14th, 2008 - Fidessa connects to Alpha ATS L.P. the newly launched Canadian alternative trading system read this
FX Update- USD
FREE ARTICLEEUR/USD remains heavy in early afternoon trade, as stocks remain underwater, though not in meltdown-mode. The pairing has found some support over 1.2500, as Asian central bank buying was noted earlier. This said, sellers are said to be lined up ahead of 1 read this
BOC Announces Terms for C$8bln Term Loan Facility
FREE ARTICLEThe BOC today announced it is conducting the C$8bln Term Loan Facility (TLF), announced y/day by Canadian Fin. Min. Jim Flaherty, through a single price auction with direct participants in LVTS who have already completed the necessary legal arrangements. read this
European Pertinent Press
FREE ARTICLEEU resumes Talks With Moscow <a href="http://http://www.iht.com/articles/2008/11/10/europe/union.php">ITH1</a> http://www.iht.com/articles/2008/11/10/europe/union.php Santander and HSBC Suprise Investors <a href="http:// read this
NY FED: More Details on Money Market Purchases
FREE ARTICLEThe Federal Reserve Bank of New York on Monday announced it would begin funding purchases of eligible money market instruments on or about November 24 through the previously announced Money Market Investor Funding Facility (MMIFF). Additionally, the frequ read this
Update: Canadian Business Confidence Down 13.5 points
FREE ARTICLEQ3 Business confidence is down 13.5 points in Q3 according to the Conference Board of Canada. Business leaders are now more concerned about the economy and their financial situations than they had been in the summer. - Nearly 70% of respondents believe read this
UK PM Brown To Call for New World Order in Monday Night Speech
FREE ARTICLEUK Prime Minister Gordon Brown will call for a 'new world order'Â in his annual foreign policy speech at the Lord Mayor's Banquet tonight. "So while I see a world that is facing financial crisis and still diminished by co read this
Preview: ZEW Nov Economic Sentiment Seen at -61
FREE ARTICLEThe ZEW Economic Sentiment index is expected to improve slightly to -61 in November from -63 in October. The current conditions index is expected to slide to -45.5 from -35.9 previously. The data will be released at 10 GMT Tuesday and reported live on Nee read this
BOC Announces Details of Mondayâ€™s 10bln PRA
FREE ARTICLEDetails of Mondayâ€™s C$10bln, scheduled 28-day Term PRA transaction are: Auction : 9:00 a.m. Settlement: Nov 13 Maturity: December 11 The terms of the auction will be the same as for the 28th Oct 28-day Term PRA. Results of the auction will b read this
BOC Announces Details of Mondayâ€™s Term PRAs
FREE ARTICLEDetails of the Nov 10 scheduled 14-day PRA transaction for C$1bln are as follows: Auction : 10:00 a.m. Settlement: Nov 12 Maturity: Nov 16 The minimum bid rate will be announced on the Bankâ€™s website prior to auction and will be calculated a read this
In the Markets
FREE ARTICLE* European calendar has German Sep ind prod, seen down 1.5% m/m (median -1.8) * ECB Liikanen said December rate cut possible, but price stability has to be ensured * US Oct payrolls report expected at -220k (median -190k), with risk seen for worse read this
Equities Close
FREE ARTICLEEquities finished significantly lower with the Dow down 5.1% to 9139, the S&P off 5.3% to 953 and Nasdaq tumbling 5.5% to 1682. The S&P500 formed a double top at the key 1000 level early in the session and proceeded to make lower lows and lower read this
Quarterly Refunding Details
FREE ARTICLEIn the November quarterly refunding, Treasury is offering $55bln to refund $54.9bln and $100mln. Details: -- New monthly 3yr note -- Regular second reopening of quarterly 10yr -- Quarterly new issue of 30yrs, starting in Feb-09 TSY said it als read this
US Opening Comments
FREE ARTICLEEuropean equity indices are generally lower with the DJ Euro-Stoxx off 1% and the FTSE 100 down 1.3%. Short-term liquidity strains continue to ease with the 3-month USD Libor slipping to 2.51% compared to 4.82% on October 10. US equity indices are also lo read this
Fidessa LatentZero appoints director of global client services
FREE ARTICLENovember 5th, 2008 - Fidessa LatentZero announces appointment of Ian Cox to position of director of global client services read this
Democrat Obama wins US Presidency, Democrats expand control of Congress
FREE ARTICLEAmericans opted to give 'change' a chance, votingÂ first-term Illinois Democratic Senator Barack Obama as the next US President and casting votes for a number of Democratic candidates inÂ both Senate and Congressional races 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
Mobiu
SUBSCRIBERS ONLYOne of the major headaches with institutional automated and systematic trading is ensuring security of intellectual property (IP). As our “Me and My Machine” interviewee, Miles Kumaresan, points out (on page 36), while it is possible to identi read this
Details of BOC C$500bln Cash Management Repurchase Operation
FREE ARTICLEThe BOC will conduct a cash management bond repurchase operation on Nov 12. It includes: C$4.35bln of 3wk bonds at 4.25% C$2.12bln of 6-month bonds at 3.75% C$5.72bln of 6-month bonds at 5.5% C$635.8mln of 6-month bonds at 11 % read this
Details of BOC C$15bln T-Bill Auction
FREE ARTICLEOn November 13 the BOC will issue: - C$8.6bln in 3 month bills - C$3.3bln in six month bills - C$3.2bln in 1 yr bills. read this
Rapid Model Deployment (RMD): The new race for speed in systematic ﬁnance
SUBSCRIBERS ONLYThese days, speed is of the essence in more than just order routing. Phil Perkins, Ben Van Vliet and Carl Ververs of the Institute for Market Technology explain how a rigorous process for rapid trading model development is becoming an absolute necessity. read this
Building a better autoBRIC
SUBSCRIBERS ONLYAutomated Trader spoke to a range of market participants in Brazil, to gauge the take-up of automated and algorithmic trading in the ﬁrst of the BRIC economies. read this
The Shock of the News
SUBSCRIBERS ONLYMachines can read the news now, but can they be trusted to act on it? There’s been a lot of talk about machine-readable news since our Q1 2008 feature*, but does that go any further than adding bells, whistles and meta-tags to the text streaming acr read this
Me and My Machine: The Automated Trader Interview
SUBSCRIBERS ONLYMiles Kumaresan, Head of Quantitative Trading at TransMarket Group Ltd, talks to Automated Trader’s Editor, William Essex, about the development of the company’s High Frequency Quantitative Trading Group. read this
Saved by the bells?
SUBSCRIBERS ONLYIt’s not every MTF in Europe that has its own bell to sound the start of trading, but much of the comment on MiFID’s first year does have a celebratory ring to it. William Essex goes in search of harmony in a fragmented market. read this
Short Selling and Risky Margin
SUBSCRIBERS ONLYSince Automated Trader’s Q3 issue hit your desktops, we have been living in interesting times. In our conversations with you in the last few weeks before going to press, two things have been top of your agendas: The short selling ban on financia read this
Sr. Loan Survey: Change in Terms of Loans for Small Firms
FREE ARTICLEMaximum size of credit lines: 10.9% tightened considerably, 49.1% tightened somewhat, 40% unchanged Maximum maturity of loans or credit lines: 5.5% tightened considerably, 52.7% tightened somewhat, 41.8% unchanged Cost of credit lines: 29.1% tighten read this
Sr. Loan Survey: Change in Terms of Loans for Large and Midsized Firms
FREE ARTICLEMaximum size of credit lines: 10.9% tightened considerably, 58.2% tightened somewhat, 30.9% unchanged Maximum maturity of loans or credit lines: 5.5% tightened considerably, 56.4% tightened somewhat, 38.2% unchanged Cost of credit lines: 36.4% tight read this
Sr. Loan Survey: Change in Credit Standards
FREE ARTICLELarge and midsized firms: 14.5% tightened considerably, 69.1% tightened somewhat, 16.4% unchanged Small firms: 16.4% tightened considerably, 58.2% tightened somewhat, 25.5% unchanged read this
US Opening Comments
FREE ARTICLEUS equities are pointing to a higher open after European indices added 0.3%. Japanese markets were closed for a holiday. Dow futures are up 0.5%, S&Ps are up 0.4%, and Nasdaq futures are up marginally. Treasuries are mixed this morning with the 30y read this
US Pertinent Press
FREE ARTICLEBanks Owe Billions to Executives <a href="http://online.wsj.com/article/SB122542331644887249.html?mod=todays_us_page_one">WSJ</a> http://online.wsj.com/article/SB122542331644887249.html?mod=todays_us_page_one Mortgage Plan May A read this
European Pertinent Press
FREE ARTICLEBOJ Cuts Rates After Governor Forced to Cast Vote to Break Board Deadlock <a href="http://www.ft.com/cms/s/0/17bbd92a-a702-11dd-b47b-000077b07658.html">FT</a> http://www.ft.com/cms/s/0/17bbd92a-a702-11dd-b47b-000077b07658.html Co read this
MFR's Recap of Yesterday's Market Activity
FREE ARTICLEIt has been a session of mixed signals. Stocks have been stronger but commodities lower and the VIX still suggesting little change in the â€œfear factor.â€ The equity markets in Europe ended still in positive territory. The Dow Jones Stoxx 60 read this
Preview - September PCE
FREE ARTICLESeptember Personal Consumption Expenditures are expected to be up 0.1% versus up 0.5% in August.Â PCE was down 0.6% in July but the last negative reading before July was in August 2005.Â Personal Spending is expected to be down 0.2 read this
Natural Gas Update
FREE ARTICLENatural Gas continued to sell off after its initial move lower at 10:35 (release of storage change data). It made lower lows and lower highs and took a sharp plunge right at noon. There is some support at the low of 6.35, but Natural Gas is currently off read this
Excerpt from "Quality Money Management" by Andrew Kumiega and Benjamin Van Vliet
FREE ARTICLEAs the competition to produce and quickly deploy profitable trading models continues to increase, many participants are starting to pay more attention to refining their model development process. In the first of three excerpts from their book "Qualit read this
In the Markets
FREE ARTICLE* UK Sep retail sales seen down 1.2% m/m (median -0.6), up 1.5% y/y (median 2.2) * Swedish Riksbank expected to cut repo rate to 4.00% (median same) from 4.25% * European calendar also has eurozone industrial orders, UK BBA mortgage lending * Cre read this
FED to Increase Rate Paid on Excess Balances
FREE ARTICLEThe FED has announced it will alter the formula used to determine the interest rate paid to depository institutions on excess balances. The rate was previously the lowest fed funds rate target minus 75bps. It is now that rate minus 35bps. The chang read this
September Canadian Leading Indicators Dip 0.2% Disappointing Expectations
FREE ARTICLEThe composite leading index dipped 0.2% in September following a surprising 0.3% gain and below the consensus estimate of 0% change m-o-m. As expected the bulk of the reversal originated with the stock market down 3.1%, followed by US leading Indicator d read this