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Catching up with technology: The impact of regulatory changes on ECNs/MTFs Part 1
FREE ARTICLE In recent years the landscape of trading venues has been transformed by technological advances. New trading concepts and infrastructures along the securities trading value chain have been established. With RegNMS ("Regulation National Market System") in read this
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Pretests for genetic-programming evolved trading programs: “zero-intelligence” strategies and lottery trading - Part 1
FREE ARTICLE In this paper, we discuss a series of pretests, based on several variants of random search, aiming at giving more clearcut answers as to whether a GP scheme, or any other machine-learning technique, can be effective with the training data at hand. Precise read this
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Develop Cleaning Algorithms from "Quality Money Management" by Andrew Kumiega and Benjamin Van Vliet
FREE ARTICLE As the competition to produce and quickly deploy profitable trading models continues to increase, many participants are starting to pay more attention to refining their model development process. In the third of three excerpts from their book "Qua read this
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As the focus turns to risk management, don’t neglect the front office
FREE ARTICLE All the indicators are pointing to a sharp decline in technology spending in financial markets. That obviously makes maximising the value-add of tech investment an absolute must. Zohar Hod of SuperDerivatives argues that this does not automatically imply read this
