Academic Financial Trading Industry News, Articles & Insight
- Plato Partnership to provide access to BMLL data platform under European Market Structure Research Network
14th September 2017 - Initiative aims to combine the expertise of academia and the practical knowledge bank of market participants on both the buy and sell side
- Plato Partnership announces support of leading academics
22nd November 2016 - Plato Partnership initiates discussions with academics from University of Oxford and Imperial College Business School.
- ISDA publishes new academic paper on single-name CDS market
13th September 2016 - A new academic literature review commissioned by the International Swaps and Derivatives Association concludes that single-name credit default swaps remain an efficient tool for hedging credit risk and can have a positive impact on the economy.
- SWIFT: Variations in US/EU law can mean compliance challenges for multinational banking community
9th August 2016 - New academic research from the SWIFT Institute shows that conflicts between information sharing and data privacy can lead to information breakdowns across jurisdictions.
- Thomson Reuters and Imperial College London in FinTech & RegTech research partnership
20th July 2016 - Joint research projects harness latest data science techniques to address big data challenges impacting financial and legal professionals.
- Altera FPGAs accelerate servers at Texas Advanced Computing Center
13th November 2015 - New server cluster uses Altera FPGAs to help researchers and academia run complex algorithmic-based research.
- IIROC publishes further academic paper on impact of HFT
9th March 2015 - Results to shed light on impact of dark rules on market quality and integrity.
- Fiddling with figures
13th January 2015 - When an academic paper equated backtest overfitting with financial charlatanism, there was little surprise from the trading community. Investment managers want to prove profitable trading strategies, but do they ignore the evidence? Priyanjana Bengani reports on the discord as well as industry leaders who are playing the right tune.
- IIROC publishes academic papers on impact of HFT
19th December 2014 - Results to shed light on HFT impact on market quality and integrity.
- HFT stabilises modern markets - academic research
1st December 2014 - New study examines the relation between high frequency trading and extreme price jumps.
- CEU announces PhD program in network science
24th October 2014 - Central European University launches one of world's first doctoral programs in network science.
- CEU Professor contributes to study that shows technology spreads like disease
23rd October 2014 - A dataset recording Skype-spreading dynamics gives evidence of media and social interactions in innovation adoption.
- ￼￼￼IIROC announces final academic team to study HFT impact
20th October 2014 - Experts to study HFT impact on market quality and integrity.
- HFT in the zones - academic research
5th September 2014 - Mitigate HFT market disruption by zoning traders, says research body.
- Ideas in computational finance
25th June 2014 - Automated Trader visits MATLAB's client showcase to see how regulators, banks and hedge funds are using models.
- London School of Economics & DTCC publish 'The Economics of Collateral'
23rd June 2014 - Academic study at the London School of Economics and Political Science provides overview of current and projected collateral supply and demand, and challenges facing the industry.
- Numerix expands Academic Partnership Program with the University of Chicago
23rd April 2014 - Master of Science Financial Mathematics students gain hands-on experience with Numerix Software.
- First Derivatives launches Global Centre of Excellence in Sydney
16th October 2013 - First Derivatives launches Global Centre of Excellence for Financial Market Analytics and Surveillance in Sydney.
- The Science of Defundamentalisation
8th August 2013 - Short-term return reversal is a long-established phenomenon in financial markets. Yet despite this longevity, the challenge of isolating fundamental return drivers from their non-fundamental counterparts in a reversal model still persists. Automated Trader talks to Zhi Da, Associate Professor of Finance at the University of Notre Dame and author of a recent paper on the subject, about a novel approach to this conundrum.
- Market-making scheme helps Aussie ETF market, study finds
2nd July 2013 - Rebates have generated a lot of public discussion, but one study found that a scheme for market-making rebates in the Australian ETF market boosted liquidity.
- Australian study says trading venue competition has brought net benefits
25th June 2013 - An Australian academic centre said competition in the wake of Chi-X entering the local market produced net benefits even after taking account of costs associated with regulatory issues.
- The volume and behaviour of crowds
24th May 2013 - Volume is a comparatively neglected variable in academic finance - price and return usually attract far more research interest. An interesting recent exception to this rule, which examines the interaction of volume with behavioural finance, is "Market crowd trading conditioning, agreement price, and volume implications" by a group of Chinese researchers. Automated Trader discusses the paper with its lead author, Leilei Shi of the University of Science and Technology of China.
13th May 2013 - Alan Turing once famously posed the question of whether machines could think. Applied to today's ultra-competitive markets, the question becomes, can machines think well enough to make money? Anna Reitman reports on what some of the players using artificial intelligence-based systems have to say.
- Sex, death and the quest for algorithmic glory
2nd May 2013 - You don't need to look far to find critics of artificial intelligence methods in financial markets. But that hasn't stopped technologists and academics from trying to push the boundaries of what a computer can do when trying to analyse complex situations and make decisions. Automated Trader Editor Adam Cox talks to some of the researchers and executives who see a future for AI in the markets.
- Australian study shows messaging tax hurts liquidity
12th March 2013 - A study by the CMCRC looked at top Canadian stocks and found that a messaging tax resulted in lower quote submission, trades and volume as well as worse liquidity.
- European Commission official defends order-to-trade concept as debate rumbles
27th February 2013 - Would an order-to-trade ratio be more appropriately called an ordeal-to-trade ratio? The European Commission does not appear to think so, but many in the market do.
- OptionsCity Freeway powers University of Chicago trading competition
26th February 2013 - Freeway software to serve as sole automated trading platform for students in competition
- The future of HFT? More risk and fewer easy pickings
12th February 2013 - It hasn't taken long for the HFT industry to get nostalgic about the good old days. Adam Cox reports on the views from one panel discussion.