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AT Round Table: Multi Asset Algo
FREE ARTICLE Multi asset execution algorithms have been touted as the next “big thing”. AT asked four major sellside providers for their viewpoint. With: - Tim Wildenberg, Head of Direct Execution Services Europe, UBS - Jeff Wecker, CEO of Townsend Analytics, read this
Leader: Fast Forward into the Multi Asset Future?
FREE ARTICLE A new evolution of synthetic trading is starting to generate interest – multi asset class algorithmic trading. If there is a need to spread trading activity across a wider asset base, why not let the machine help finesse some of the component trades? Davi read this
Case Study: Nordic Models - Auto FX at DnB NOR
FREE ARTICLE DnB NOR is Norway's largest financial services group with total assets of more than NOK1400bn. The group has an established history of proprietary trading that was expanded in mid 2005 with the addition of an API trading program for FX. AT talks to Jan St read this
Exchange Views: LSE Multi Asset Futureproofing
FREE ARTICLE Technology first came to the forefront at the London Stock Exchange in 1986 when the exchange abandoned floor trading. Since then, technology has only continued to increase in importance, particularly since the exchange’s switch to listed company st read this
Technology Workshop: Algo Integration – Can FIX Fix It?
FREE ARTICLE The 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 W read this
Spotlight: Patsystems IQ-Trader
FREE ARTICLE Patsystems 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
Peek Ahead: A Misleading Glimpse of the Future
FREE ARTICLE “AT pays a visit to a seriously secretive organisation and sees a human free vision of the automated trading future. Or possibly not…” read this
Exchange Views: ASX - Ramping Up For Algo
FREE ARTICLE In common with other exchanges around the globe, the ASX has seen algorithmic and automated trading fundamentally change the nature of its order flows. AT talks to David Stocken, Senior Product Manager, Equity Products at the ASX about how the exchange read this
Feature: Colocation - A Game Worth the Candle?
FREE ARTICLE Exchanges, networks and service providers are turning to the laws of physics in the race to reduce latency and win customers. But do colocation and proximity trading really offer substantial benefits worthy of the investment, or is it mainly a triu read this
AT Round Table: Algorithmic Trading - Creating real value for the buyside
FREE ARTICLE As algorithmic trading continues to mature, the buyside is becoming more demanding. Providers are now being judged on a more holistic basis than in the past, with an emphasis on their overall ability to add value. AT talks to five prominent sellside read this
Tech Forum: Data - The Exploding Supernova
FREE ARTICLE With: - 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
Feature: Algo in Asia - Slow Burn or Damp Squib?
FREE ARTICLE While adoption of algorithmic trading in Asia is not as advanced as in Europe or the US, there are some indications of intent already emerging. For instance, several major broker dealers have started relocating experienced advanced order execution pe read this
Leader: The buyside trader - empowered or extinct?
FREE ARTICLE The introduction of Reg NMS next year will further compound other changes, such as decimalisation, that have transformed the equity market in recent years. Joe Wald, CEO of EdgeTrade Inc., explains how traders need to evolve and respond to meet this read this
Case Study: ABP - à la carte algo
FREE ARTICLE With an invested capital of 190bn euros, Stichting Pensioenfonds ABP - the pension fund for employees in the service of the Dutch government and educational sector - is the second largest pension fund in the world. The fund has been scaling up its equity read this
Technology Workshop: Java - Your High-Frequency Friend
FREE ARTICLE An 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 pro read this
AT Round Table: Pre-trade analytics - expectations and reality
FREE ARTICLE Pre-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 ARTICLE Algorithmic 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 ARTICLE Dmitry 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 Fund Back Offices - Sinking or Swimming in the Algo Flood?
FREE ARTICLE Hedge funds have been a major factor in the growth of algorithmic trading, but how are they and their prime brokers responding to the impact that algorithmic and automated trading have had on the back office? read this
Distributed automation
FREE ARTICLE While automated trading is now relatively commonplace, Rickey Cheung has been one of a few to take the process a step further. In addition to his own proprietary trading, he also redistributes trading signals to automated trading clients around the world. read this
High frequency data analysis
FREE ARTICLE As the requirements for storing, manipulating and deriving intelligence from ever larger data sets continue to expand, techniques and technology have to keep pace. Brian Sentance, CEO of Xenomorph, outlines some of the prerequisites. read this
Algorithmic trading: fact or fiction?
FREE ARTICLE The rise in the popularity of algorithmic trading has been accompanied by a commensurate increase in the amount of marketing material that relates to algorithmic trading. Unfortunately a significant proportion of this material has a tendency to confuse ra read this
ICAP + EBS = Joined up data
FREE ARTICLE The explosion in automated and algorithmic trading has been accompanied by a huge thirst for data - market participants want data, lots of data. And they want a broader range of it - the days of providing just traded prices are long gone. Today’s market w read this
Market data connectivity
FREE ARTICLE With: - David Hann, general manager for EMEA at Interactive Data Real-Time Services - Gregory Smith, CEO at Cicada Corporation - Mark Akass, CTO at BT Radianz - Alasdair Moore, global head of sales at Fixnetix - Guy Tagliavia, president and CEO at Infody read this
Liquidity sensing and smart order routing
FREE ARTICLE Regulation 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
αlphability
FREE ARTICLE This 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
Communicating Ltd: The Trader Stripped Bare
FREE ARTICLE Communicating Ltd’s path to becoming one of London’s most profitable trading operations started with a revolutionary matching engine that fitted on a floppy disk. Vladan Jovanovic, Managing Director, tells AT how a stripped-down approach to trading and te read this
Application Latency
FREE ARTICLE As growing competition places ever greater emphasis on the fine-tuning of automated and algorithmic trading programmes, AT asks leading solutions providers for their views on the tweaks that can minimise application latency and maximise performance. Wi read this
Northern Exposure
FREE ARTICLE The 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
Get a Grid!
FREE ARTICLE In 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 read this
Speed to Market
FREE ARTICLE How is the latest technology accelerating the development and implementation of algorithms and automated trading systems? AT asks leading solutions providers to share their views. read this
First-mover Advantage?
FREE ARTICLE Already offering cheaper, quicker pricing on French, German, Dutch and UK equities, Chi-X is the first tangible evidence of the challenge to Europe’s stock exchanges unleashed by MiFID. Director Peter Randall talks to AT about the forces driving liquidity read this
Plimsoll Takes the Plunge
FREE ARTICLE To 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
Survival of the Fastest
FREE ARTICLE In historical terms,the speed and movement of sensitive data can clearly be seen to have delivered execution advantages. Looking back nearly 200 years, Nathan Rothschild proved the benefit of having the quickest communications system in Europe in 1815 by read this
Building and maintaining an algorithmic trading tool
FREE ARTICLE As the use of algorithmic trading tools has become more widespread, clients’ expectations have similarly increased. Owain Self of UBS highlights the important considerations when developing and supporting a credible algorithmic trading tool and what it ta read this
The Role of Advanced Models in Performance Boosting
FREE ARTICLE In the second part of a two-part article, David Aronson, President of Hood River Research, examines the modelling techniques used in arriving at a valuable predictor set for boosting ‘raw’ trading model performance. read this
Adapting Algorithms to Realities of Asian Markets
FREE ARTICLE If execution algorithms are to be adopted widely in the Asian markets, both providers and users must be aware of the unique characteristics of trading in the region, says Dr Usman Malik of P. E. Lynch LLP. read this
New Horizons for Complex Event Processing
FREE ARTICLE Daniel Chait, Managing Director, Lab49, asserts that CEP has a wide range of applications beyond algo/auto trading. read this
A Singular Vision
FREE ARTICLE Its recent merger with the CBOT saw CME Group expand further the range of asset classes available on its Globex platform. Deputy CIO Kevin Kometer looks at the diverse challenges ahead. read this
Cream Rising
FREE ARTICLE BlackCat 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
Proximity Hosting: Plug’n’Trade or Pay’n’Wait?
FREE ARTICLE Proximity and trading application hosting have been some of the fastest growing areas in the evolution of automated and algorithmic trading. Mark Thornberry, Managing Director at RTS Realtime Systems, London, discusses some of the main considerations for read this
Do Black Swans Swim in Dark Pools?
FREE ARTICLE The 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
Transition Management: Best Execution through Algorithmic Trading
FREE ARTICLE The ability to restructure investment portfolios with minimal cost, risk or information leakage is a critical skill in today’s competitive fund management industry. Joseph Sidibe, Vice President, Execution Sales Desk, EMEA, Merrill Lynch, explains how use read this
Machine Learning + Regime Switching = Profitability?
FREE ARTICLE The concept of regimes – such as bull and bear markets – is elemental to financial markets. The desire to predict regime switches, commonly known as turning points, is similarly elemental. Ernest Chan, CEO of E. P. Chan & Associates, examines a possible t read this
Mr Immediate
FREE ARTICLE Steve Radez, CEO of Essex Radez, has a strong claim to be the world’s first automated trader. Together with Essex Radez’s CTO, John Muelhausen, he explains how technology and automation have been constant themes in a three-decade trading career. read this
Morgan’s Mission
FREE ARTICLE As 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
Commodities on the menu
FREE ARTICLE Hard and soft, edible and not-so-edible commodities have been a hot topic recently. But what substance is there behind the sizzle? Automated Trader has been looking into the current commodity boom, and asking, are these markets ripe for automation, and read this
Volatile but fundamentally floored?
FREE ARTICLE We continue our coverage of commodities with one man’s analysis of the long-term case for investment. David Nahmanovici delivered his analysis at IDX in London, back in June. We were in the audience. read this
Machine versus Man versus Machine?
FREE ARTICLE What’s the sense in trading the traders? William Essex closes our discussion of commodities with a look at the changing behaviour of the markets themselves. Might the “electronic effect”, and within that a distinct “algo effect&rdq read this
The fuse is burning
FREE ARTICLE As the momentum of change increases in European equity markets, some obvious similarities with US markets are emerging – but so also are some striking differences. Joe Wald, Managing Director and Co-Founder of EdgeTrade, a Knight Capital Group subsi read this
Only the versatile need apply
FREE ARTICLE Legal 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
How do you differentiate your electronic execution services?
FREE ARTICLE While 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
It’s decision time
FREE ARTICLE But is that the whole of the problem, that the decision-making process itself adds latency to data? Or are data volumes and the proliferation of trading venues outstripping data vendors’ capacity to deliver in real-enough time? William Essex investi read this
Automated Trader’s proprietary tradability metrics
FREE ARTICLE Automated 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