MS upgraded in wake of Mitsubishi deal that includes TSY backstop
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GS, MS, JPM, C bosses will be at 3pm meeting - WSJ
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Tsy Secretary meeting with "top banking heads" at 3pm est
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LaGuarde - no CAC Index stocks near bankruptcy
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Paulson to Meet w/Banking Heads at 3:00PM EST-- WSJ
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Tropical Depression Forms in Caribbean -- Nat. Hurricane Centre
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BoE Lending GBP 100 Mln To Landsbanki To Support Returns to UK Creditors -- Darling
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EU Says Bank Support Should Be Time-limited
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No Set Figure for Italian Bailout - Just "What is Necessary" - Fin Min
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Lowering Euribor Key to Boosting Market Liqudity-- ECB's Draghi
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ECB Wants Euribor Below 5%-- ECB's Draghi
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Draghi expects immediate improvement in Euroibor - sub 5 level expected
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Italian Govt. To Guarantee CB Loans to Banks -- Fin Min
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Metals: Gold Plunges @ London Fix To $831.50 (Prev. PM $900.50)
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US Has Not Requested Increased US Debt Purchases from Japan-- Japan's Nakagawa
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VIX pullback amid equities thin markets rally- minor support near 59
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Gilts Dive on UK Banks Recap Plan
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GS reverses itself on Oil - could see $50 bbl
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No guarantee for Hypo Real Estate in EU 450bln package
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Moody's looking at MS l/t deposit rating - cut may be in the offing
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Quant News

All the latest news on Quantitative Trading from Automated Trader

September 23rd, 2008 - Deltix enters into partnership agreement with Vhayu Technologies

Deltix integrates QuantOffice application suite with Vhayu Velocity tick database

Jeff Hudson, CEO, Vhayu: “Vhayu is helping Deltix keep pace with the global explosion of market data.”

Deltix, Inc. has entered into a partnership agreement with Vhayu Technologies, Inc. to provide the Vhayu Velocity™ tick database with Deltix QuantOffice™, enabling users to process, manage and store year’s worth of market data for optimized quant research analysis.

&ldq...continued

SGAM selects QuantFACTORY, to develop, backtest and execute trading models
July 7th, 2008 - SGAM Alternative Investments selects QuantFACTORY, the QUANTHOUSE trading strategies development framework to develop, backtest and execute trading models full story
A.P. Møller-Mærsk Selects SuperDerivatives for Energy Option Valuations
July 1st, 2008 - SuperDerivatives®, the benchmark for derivatives pricing and the provider of multi-asset front-office systems, risk management, revaluation and online options trading solutions, today announced it has been chosen by A.P. Moller Maersk Group to perform independent valuations for its energy options and swaps. full story
Standard & Poor’s and SuperDerivatives Bring Together Their Valuation Services to Create the Leading Valuation Offering for Securities and Derivatives
June 18th, 2008 - Standard & Poor’s Securities Evaluations, Inc. and SuperDerivatives have announced that they have signed an agreement to establish a strategic sales and marketing alliance to combine their valuation offerings for fixed income securities (cash and structured products) and all major OTC (over the counter) and exchange traded derivative asset classes into one sales and marketing channel. full story
Vhayu incorporates popular open source tools in new quantitative research version of Velocity
April 14, 2008 - Velocity for Quantitative Research to lower barrier of entry for developing strategies requiring analysis of massive amounts of data full story