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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
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
Tech Forum: The OMS - Moving On, Moving Up
FREE ARTICLE One type of trading technology that has been much affected by the growth in algorithmic trading is the OMS. AT talks to five leading OMS vendors to find out how changes in the market are affecting their businesses and how they are dealing with those cha read this
My Machine: The AT Interview - Amplitude Capital: Precision Automation
FREE ARTICLE Automation, both in terms of trading and back office processes, is an intrinsic part of Amplitude Capital’s day to day operation. AT talks to two of Amplitude’s principals, CEO Karsten Schroeder and CFO John Harrison about the firm’s technology, met 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
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
Feature: Jack Schwager - Making the grade
FREE ARTICLE The number of hedge funds using automated and algorithmic trading has risen exponentially in recent years. That has made it hard for such funds to stand out from each other when pitching to allocators. One such allocator is Jack Schwager, who in ad 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
Strategies: Building a Better Bear Trap
FREE ARTICLE One of the most critical elements in algorithmic trading lies in accurately modelling trading costs, yet this still remains a rather inexact science. While certain cost elements are relatively stable and/or easy to predict, others are not. As a result, mo 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
Exchange Views: ISE - Automation Inspiration
FREE ARTICLE In April of this year, the International Securities Exchange announced that it would be entering the equities market through the launch of the ISE Stock Exchange. AT talks to David Krell, President and Chief Executive Officer of the ISE about this initiat 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
My Machine: The AT Interview - Algo Reality
FREE ARTICLE Investment management firm T. Rowe Price, headquartered in Baltimore, Maryland, has more than USD300bn under management. The company has a global presence and in common with other major asset managers uses execution algorithms in its various locations. AT read this
FPGA's - Parallel Perfection?
FREE ARTICLE FPGAs (Field Programmable Gate Arrays) may not be new technology, but as the data crunching race in automated/algorithmic trading continues to intensify, could they be an idea whose time has finally come? AT talks to Alistair MacArthur, Senior Resear 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
MiFID: A catalyst for changing the trading landscape
FREE ARTICLE Jon Carp, Head of Alternative Execution Sales Europe at C A Cheuvreux looks at the specific implications of MiFID for the buyside and sellside in terms of smart order routing and algorithms. read this
Event processing in the world of electronic and algorithmic trading
FREE ARTICLE Event 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 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
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
Empirical execution: Aspect Capital
FREE ARTICLE Aspect Capital has a long pedigree as a systematic money manager. As such, it has been well placed to make a logical progression to automated and algorithmic trading. AT talks to Rob Wakefield, Aspect’s chief operating officer, about the firm’s recent act 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
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
Algorithmic Traders & Their Impact on the Derivatives World
FREE ARTICLE Having revolutionised the equity markets, algorithmic trading is already reshaping the derivatives sector. Neal Brady, Director of Products and Services Technology, CME, looks at the technology and infrastructure changes that are fast attracting algorithm read this
The L Word
FREE ARTICLE It 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 read this
Pennies from Heaven?
FREE ARTICLE As the SEC’s six-month penny pilot scheme draws to a close in the US options market, Chris Hall reports on the initial impact on different market segments and asks whether decimalisation will open up the market for higher levels of automated and algorit 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
Using Trading Dynamics to Boost Strategy Performance
FREE ARTICLE In the first part of a two-part article, David Aronson, President of Hood River Research, introduces the concept of performance boosting strategies and explains the selection process for their predictor inputs. read this