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Technology workshop Articles from Automated Trader

A market participant's view from the sharp end of a particular technology used in algo/auto trading.

  • Open Source for Auto/Algo? Open Source for Auto/Algo?

    SUBSCRIBERS ONLYOpen source software has made huge strides in terms of credibility in recent years. So is now the time to consider it for auto/algo trading? Graham Miller, CEO of Marketcetera, definitely thinks so. full story

  • Algorithmic Trading: What do I really need to do? Algorithmic Trading: What do I really need to do?

    SUBSCRIBERS ONLYSome bright spark is suggesting that your organisation needs to build its own execution algorithms. They loudly point out all the advantages your competitors have gained by doing this. But what is actually involved in embarking on such a project? Dr Paul Lynch, managing partner of PE Lynch LLP, spells it all out. full story

  • Optimising Market Data for Buy-Side Automated Trading Optimising Market Data for Buy-Side Automated Trading

    SUBSCRIBERS ONLYThe next generation of buy-side trading models is driving new requirements for market data. Buy-side firms use market data in a variety of different ways and for different purposes, but how – asks Valerie Bannert-Thurner, Managing Director of Skyler Technology Europe – can they make the most of the market data available to drive their automated trading decisions? full story

  • Data Distribution Challenges for Next Generation Applications Data Distribution Challenges for Next Generation Applications

    SUBSCRIBERS ONLYAngelo 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. full story

  • Do Your Testing Methods Deliver? Do Your Testing Methods Deliver?

    SUBSCRIBERS ONLYMuch 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. full story

  • New Horizons for Complex Event Processing New Horizons for Complex Event Processing

    SUBSCRIBERS ONLYDaniel Chait, Managing Director, Lab49, asserts that CEP has a wide range of applications beyond algo/auto trading. full story

  • Get a Grid! Get a Grid!

    QUALIFIED REGISTRANTS & SUBSCRIBERSIn the Q3 issue’s Technology Forum, our panel of experts agreed that grid computing had not yet been fully harnessed to support automated trading. So Automated Trader asked Mike Stoltz, VP, Architecture and Strategy, Financial Services at Gemstone Systems, Inc, to explain how grid computing might support a theoretical automated trading strategy. full story

  • The L Word 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 minimising its impact. full story

  • Event processing in the world of electronic and algorithmic trading 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 parts of electronic trading systems are built and run. As with any new concept or technology, a glut of confusing “market speak” often arises from vendors promising to save the world. Chris Donnan, who works in equity derivatives trading technology at a top Wall Street firm, provides a translation. full story

  • Technology Workshop: Java - Your High-Frequency Friend

    FREE ARTICLEAn article in the April issue of AT (“You’re using what?!”) questioned the suitability of Java for high frequency automated trading. Matt Schruben, Principal Consultant, Random Walk Computing and Jim Levey, Director of Marketing, Random Walk Computing provide a different perspective. full story

  • 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 Working Group which is evaluating the integration issues surrounding algorithmic trading. AT talks to John Goeller of Lehman Brothers, who heads the group, about its proposed solution for algorithmic trading interfaces. full story