Algorithmic Trading Videos & Interviews
Automated Trader Video & Interviews
- Consistently Fast Java: a Business Real-Time Reality26 Aug 2014 - The case for Java in latency sensitive trading applications is stronger than ever.
- Real-time memory moving in16 Jul 2014 - Java may not be an emerging technology, but a lot has been happening in the last few years to push the popular language towards lower latency.
- Trends in the exchange space: TOM, The Order Machine sees more growth ahead13 Feb 2014 - Automated Trader Editor Adam Cox recently caught up with TOM's chief executive officer, Willem Meijer, to hear about what's fueling the venue's growth and the changing dynamics of the exchange space.
- CDNetworks COO sees cloud gaining more market acceptance25 Apr 2013 - Jeff Kim, chief operating officer at CDNetworks, tells Automated Trader about how the cloud is gaining acceptance in the market and tries to address some of the misconceptions about the technology.
- EuroCCP's Chan sees EMIR clearing standards as welcome development22 Apr 2013 - EuroCCP Chief Executive Diana Chan is one industry figure who has welcomed aspects of EMIR and she tells Automated Trader why.
- OneMarketData on coping with the 'new normal' of less vibrant markets19 Apr 2013 - Richard Chmiel, senior vice president at OneMarketData, says a variety of factors are creating a "new normal" that is more difficult to trade.
- S&P IQ sees march of automation requiring new skill sets18 Apr 2013 - Stephane Leroy of S&P IQ talks about big trends in the industry, from the ongoing march of automation to the skill sets that will be needed in this brave new world.
- Bond trading structure undergoing transformation, GreySpark says18 Apr 2013 - GreySpark Managing Partner Frederic Ponzo tells Automated Trader about research which shows the fixed income undergoing a big transformation.
- Linedata sees 'constant battle' for buy-side to keep up with regulation18 Apr 2013 - Linedata, a company which provides compliance solutions for the institutional buy-side, says it is a 'constant battle' for asset managers to keep up with regulatory demands.
- Boom time in Latin America: the view from Aite after a decade of tech transformation18 Apr 2013 - Aite analyst Danielle Tierney explains why Latin America has become such a flavour of the month for today's adventurous traders and what we can expect next.
- Low latency connectivity: Is Asia the 'next big thing'?18 Apr 2013 - Custom Connect's founder tells Automated Trader where clients are demanding low latency solutions and says Asia is getting a lot of interest.
- Fidessa strategy director: why buy-side appetites for automation are increasing18 Apr 2013 - Robin Strong, director of strategy at Fidessa, tells Automated Trader about what's driving increased automation on the buy side.
- KAS BANK and Neonet launch European Correspondent Clearing17 Apr 2013 - KAS BANK and Hay Tor Capital talk about a new venture that combines KAS's post-trade services with Neonet's electronic broking offering.
- Compliance conundrums: NICE Actimize on how regulation is changing everything17 Apr 2013 - Matthew Coupe of NICE Actimize talks about what's driving compliance activity, the discussions his firm has been having with regulators and the impact of a slew of measures that will transform markets.
- Johannesburg Stock Exchange gauging interest in colocation17 Apr 2013 - Nicola Comninos of the Johannesburg Stock Exchange, tells Automated Trader about the exchange's technological transition and the possibility of offering colocation.
- Ronin Capital's Scott Morris on the danger of making asset class assumptions19 Feb 2013 - Scott Morris, head of quantitative analysis at Ronin Capital, spoke to Automated Trader as part of its focus on asset class flexibility.
- IIT's Rick Cooper on bringing asset class issues into the classroom19 Feb 2013 - Rick Cooper, an assistant professor at the Illinois Institute of Technology, talks to Automated Trader about what he teaches his students when it comes to asset class issues.
- Exclusive video: CFTC Commissioner O'Malia speaks out on algo inspection, HFT and policy debate01 Nov 2012 - The CFTC's Scott O'Malia, one of the most outspoken regulators on the scene, outlined his philosophy about regulating markets in general and high frequency trading in particular
- MathWorks on the challenges of implementation02 Jul 2012 - Automated Trader catches up with Jos Martin and David Sampson to talk about the challenges and opportunities when putting automation software into production.
- The view from QuantHouse: hot trends in automation28 Jun 2012 - Arthur Tricoire, business development manager at QuantHouse, tells Automated Trader about the hottest trends his company is seeing.
- Cass Business School's Fusai on commodity risk-return trade-offs27 Jun 2012 - Cass Business School Professor Gianluca Fusai speaks to Automated Trader about work he has done to assess risk-return trade-offs in commodity portfolios.
- Imperial College London lecturer on teaching the next generation of quants27 Jun 2012 - Dr. Antoine Jacquier, a lecturer at Imperial College London, speaks with Automated Trader on preparing his students for the real world.
- HSBC's Gary Dunn and Evi Pliota on risk modelling26 Jun 2012 - Watch HSBC's Gary Dunn and Evi Pliota as they tell Automated Trader how they approach risk modelling and talk about some of the big issues in the business of managing risk.
- Derivatives trading with IPC21 May 2012 - Derivatives trading with IPC
- Enhancing network transparency28 Jul 2011 -
Vassilis Vergotis, head of Eurex's office Americas explains the exchange's transparency statistics for member firms and how the mutually beneficial information policy resonates with high-frequency customers.
- Dark Pools and Order Handling in Europe: Getting the Complete Picture19 May 2011 -
The Markets in Financial Instruments Directive review, commonly referred to as MiFID II, is expected to address some post trade transparency issues possibly with the creation of a consolidated tape for Europe. Post Trade Transparency is a critical need but greater insight into order handling is of equal importance – as Gary Stone, Chief Strategy Officer at Bloomberg Tradebook explains.
- Playing the field18 May 2011 -
Sorry. It’s MiFID again. Europe’s playing-field levellers are having another go. MiFID 1 made life on the markets rather too interesting, so here comes another attempt to achieve the European trading equivalent of living happily ever after – by order. We sent cub reporter David Dungay (who retained an inconvenient degree of youthful idealism) to face the Directive known as MiFID 2 and report back on its likely impact on European trading. David has returned, a sadder and wiser European Trading Correspondent, and this is what he has to say.
- Commodities Set to Dominate Trading Landscape? RTS Realtime Systems Outline Their Focus29 Mar 2011 - Automated Trader CEO, John Howard, talks to RTS Realtime Systems CEO, Steffen Germuenden, and Global Head of Sales, Mark Van Vugt, about the drivers behind the growth in commodity trading.
- Article Preview: Anatomy of an Algo - Welcome to the Dry Side16 Feb 2011 - Anatomy of an Algo in our Q1-2011 issue describes an intelligent liquidity seeking algo attempting to get a large order executed in a small cap Austrian stock. In this preview, Citigroup's Paul Bently offers some insights into the concept behind the algo.
- Welcome to the Dry Side11 Feb 2011 -
Paul Bentley, vice-president in EMEA Algorithmic Products at Citigroup Global Markets, describes the use of an intelligent algorithm that accesses all available liquidity to execute an order that is a high percentage of average daily volume, in an illiquid small cap stock, without impact.
- Deltix QuantOffice: Low Latency Productivity11 Feb 2011 -
If we’ve heard it once from readers, we’ve heard it a hundred times. “How do I develop and deploy my bigger/better/smarter/sophisticated trading models quickly and efficiently?” Andy Webb, Automated Trader’s Founder, takes a look at one possibility - Deltix QuantOffice.
- Options and Equities: All Together Now10 Feb 2011 -
One consequence of increasing market fragmentation has been the continual challenge of combining a holistic view with a holistic execution environment that includes all the right tools. While this fragmentation effect now applies across many market segments, it is particularly acute in US equities and equity options. Most solutions currently available here can at best only deliver a partial solution. Gary Stone, Chief Strategy Officer at Bloomberg Tradebook, takes a look at what’s needed to deliver the complete package - and how to get it.
- Enough with the Footsie!10 Feb 2011 -
Is it break-out time for Osman Latif? After building up a track record by trading FTSE100 futures, the film buff, martial artist and former technical analyst behind K2 London is ready to bring his model to new markets. Larry Levy went to meet him.
- CME Group on liquidity, latency, risk management and more....17 Dec 2010 - Latency, risk management, the "Flash Crash", and liquidity are just some of the topics that come up in this exclusive interview with KC Lam and Kwong Cheng from the CME Group's Singapore office.
- Webinar: New Trading Opportunities in Commodity Markets16 Nov 2010 - Bob Giffords moderates Automated Trader's webinar "New Trading Opportunities in Commodity Markets" with a panel including: Aaron Gill, Head of Business Development, NYSE Liffe; Tim Ferguson, Director, RTS Realtime Systems; and Andrew Chart, Head of PTG Sales, Newedge.
- Automation Without Tears20 Oct 2010 -
Literally thousands of traders around the globe use Excel TM to develop and run their mechanical trading models. But until now, the unbridgeable gap has been a bullet-proof way to automate those models for real time simulation and live trading. Gary Stone, Chief Strategy Officer, and Howard Stone, Product/Business head for Tradebook API at Bloomberg Tradebook outline the ideal solution.
- Building a balanced book20 Oct 2010 -
Attracting liquidity is a highly competitive business; if you don’t provide the right mix of technology and functionality, liquidity providers quickly go elsewhere. Wolfgang Eholzer, Head of Trading Systems Design at Eurex Exchange, examines some of the most important boxes a trading venue must be able to tick if it is to attract these demanding participants and introduces some of the new features Eurex will provide in its upcoming software upgrade in November.
- The Automated Trader Interview20 Oct 2010 -
For this month’s interview, we brought together former Brevan Howard COO of Trading, Mike Khorrami, now a Partner at Kiski Group*, and Marc H Malek, Managing Partner, Conquest Capital Group, to discuss Conquest’s approach to systematic trading, trend-following, codified position management and supervised automation.
- Eurex Outline Their Safety Measures08 Oct 2010 -
11 October 2010 - Stuart Heath, Head of Eurex's London office talks to Bob Giffords about the risk and safety measures employed by the exchange to maintain an orderly and stable market.
- Sifma 2010 - Stewart Orrell - Equinix29 Jul 2010 - John Howard talks to Stewart Orrell Senior manager within the Equinix Financial Services team about their acquisition of Switch and Data
- Sifma 2010 - Steffen Gemuenden and Mark Van Vugt - RTS29 Jul 2010 - John Howard speaks to Steffen Gemuenden and Mark Van Vugt about their RTS initiative to bridge the gap between click and algorithmic trading.
- Sifma 2010 - Richard Tibbetts - Streambase29 Jul 2010 - John Howard gets Richard Tibbett's perspective on message volumes, market structure, regulation and the "Flash Crash"
- Sifma 2010 - Andrew Marks de Chabris - Tethys29 Jul 2010 - John Howard interviews Andrew Marks de Chabris Tethys Technology
- Sifma 2010 - Barry Neumann and Richard Tibbetts29 Jul 2010 - John Howard interviews Barry Neumann, Solace Systems Marketing Director and Streambase CTO Richard Tibbetts
- Return of the IT spenders26 Jul 2010 -
There’ll be IT spending aplenty next year, says Automated Trader CEO John Howard, returning from this year’s strikingly optimistic show in New York.
- ETFs: Use the Right Tool!25 Jul 2010 -
Planning to trade ETFs with ordinary stock algos? Don’t. While ETFs may be marketed as a basket of securities that are as tradable as their individual constituents, their actual trading behaviour is very different. Gary Stone, Director of Trading Research and Strategy and Ron Taur, Head of Algorithmic Trading, at Bloomberg Tradebook explain the difference in cold hard numbers.
- The Automated Trader Interview25 Jul 2010 -
Stephane Coquillaud is a relative newcomer to algo trading with a long background in exotic option trading and risk management. He algo-trades G5 Forex currencies for Toronto Dominion Bank Securities (TD Securities), using a market-model concept and artificial intelligence techniques. In this time of heightened anxiety about market and wider risk, not to mention regulation, how does Stephane Coquillaud navigate the complexities of the currency markets, and what technology does he iuse to do it? Larry Levy, Automated Trader’s globetrotting Head of Photography, went to meet him at TD Securities’ very new London headquarters, at Number Sixty Threadneedle Street, to find out.
- Flash Crash & Systemic risk interview: Andrew Morgan, Head of Autobahn Equity Europe at Deutsche Bank22 Jul 2010 -
The so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing. Bob Giffords, independent banking and technology analyst, talks to Andrew Morgan of Equity Europe at Deutsche Bank.
- Focus: Flash Crash and systemic risk - analysis and observations22 Jul 2010 -
Systemic risk and the 'Flash Crash'...analysis, discussion and conclusions
- What just happened?22 Jul 2010 - There's high-frequency trading, and now there's high-frequency crashing. But identifying the causes of the 6th May 2010 'flash crash' has proved to be a relatively slow process. Bob Giffords goes in search of causes, outcomes, explanations and lessons to be learned.
- Flash Crash & Systemic risk interview: Richard Balarkas, President and CEO of Instinet Europe22 Jul 2010 -
The so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing. Bob Giffords, independent banking and technology analyst, talks to Richard Balarkas of Instinet Europe.
- Flash Crash & Systemic risk interview: Hirander Misra, co-founder and chief executive of Algo Technologies22 Jul 2010 -
The so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing. Bob Giffords, independent banking and technology analyst, talks to Hirander Misra of Algo Technologies.
- Flash Crash & Systemic risk interview: Bob Fuller, non-executive director of Fixnetix22 Jul 2010 -
The so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing. Bob Giffords, independent banking and technology analyst, talks to Bob Fuller of Fixnetix.
- Flash Crash & Systemic risk interview: Diana Chan, Chief Executive Officer of EuroCCP22 Jul 2010 -
The so-called ‘flash crash’ on 6 May 2010 briefly wiped $1 trillion off US market capitalisation, and caused no shortage of heated debate and finger pointing. Bob Giffords, independent banking and technology analyst, talks to Diana Chan of EuroCCP.
- Alpha Grabber19 May 2010 -
One of the realities of electronic markets is that alpha opportunities are often transitory; a profitable market inefficiency is only profitable if you can exploit it before the competition. So if you want to grab that alpha before everyone else does, you need to be able to build, test and deploy your new trading models before they can. Gary Stone, Director of Trading Research and Strategy at Bloomberg Tradebook, maps out the fast lane to model development and deployment.
- The show must go on!18 May 2010 -
It was fun, actually, Trade Tech this year. More volcanic eruptions than usual, and perhaps fewer people than Paris 2009 – although the official count made it “the largest gathering of equities professionals in the ten-year history of TradeTech”. But a lot of connections were made, follow-up meetings arranged, and key issues addressed, both in the formal sessions and on the exhibition floor. Latency was the biggest issue discussed but not the only one: when we weren’t talking about those last few micro-seconds, we were discussing: effective data delivery and usage; smart- and smarter-order routing; best execution; market surveillance; post-trade economics; clearing – and whether we had enough room in the magazine for all those launches. Automated Trader’s Editor, William Essex, reviews the show that so nearly didn’t happen.
- The Automated Trader Interview17 May 2010 -
You go live with your own FX fund in January 2009, and by the year end in January 2010, you’re up 33%. If you’ve got a track record that also includes starting out in model development while still at school, then running an IT company before selling it to go into electronic trading and then high-speed algorithmic FX arbitrage, that makes you interesting. Larry Levy went to meet Duncan MacInnes, CEO and head of trading at Xenfin Capital.
- Lab in a box17 May 2010 -
In London, in late April 2010, in the bleak but soon-to-be-Olympic surroundings of the Docklands, an experiment took place that could significantly alter our understanding of how humans and machines interact in a trading environment. Six veteran traders and two scientists met in a small room above a trade show to re-enact IBM’s 2001 contest between human traders and adaptive trading technologies. But that was not all. The scientists were also planning to test something else on the human traders involved. Something new... John Howard, Automated Trader’s CEO, was one of those traders. Here, he tells his story.
- Algo Technologies set out their stall23 Apr 2010 - Algo Technologies CEO Hirander Misra talks to Automated Trader editor, William Essex, about their new Algo M2 matching engine, ultra low latency data feed and fibre network.
- FIXatdl - Rapid Algo Deployment24 Mar 2010 - Stuart Adams, Regional Director, FIX Protocol Ltd talks to Automated Trader's John Howard at the 2010 FPL EMEA Trading Conference about the launch of FIXatdl 1.1 and what it means for the trading community
- FIXatdl - The Buy-Side Perspective24 Mar 2010 - Reducing integration and time to market with algorithmic strategies has always been a key challenge for buy-side firms. Scott Atwell of American Century Investments offers the buy-side perspective on FIXatdl and what it means for his firm.
- Rapid Addition Chairman announces launch of free FIXatdl portal24 Mar 2010 - Kevin Houstoun of Rapid Addition details the launch of a free web service allowing users to publish and share FIXatdl files.
- FIXatdl - The Sell-Side Perspective24 Mar 2010 - Nomura's Andrew Bowley explains the rationale behind Nomura's early adoption of FIXatdl
- Rapid Addition launches new global portal for electronic dealing community22 Mar 2010 - Rapid Addition launches free to use ElectronicDealing.com
- Regulatory Roadmap - What Next?11 Mar 2010 - Concerns over systemic risk and fairness are high on the regulatory agenda, with dark liquidity, co-location, naked access and seemingly the entire market structure now squarely under the microscope. Martin Cornish and Lance Zinman of specialist law firm Katten Muchin Rosenman Cornish LLP outline where regulation may be headed.
- Making Markets Better08 Mar 2010 - Automated Trader's David Clayden cornered Jeromee Johnson, VP Market Development, BATS Options at the RTS Realtime Systems hosted "US Equity Forum" in New York last week, and asked him about their successes to date and their ultimate goals.
- NYSE catalyst for HFT growth08 Mar 2010 - Brian Hyndman, SVP Transaction Services, Nasdaq OMX talks to Automated Trader's David Clayden at the RTS hosted round table "US Equity Forum" in New York on 4th March 2010.
- EuroCCP outlines interoperability recommendations15 Jan 2010 - EuroCCP publish their white paper outlining four key recommendations to advance interoperabilty between CCPs.
- Me and My Machine: The Automated Trader Video Interview27 Oct 2009 - 2009 magazine, Automated Trader's Founder, Andy Webb, caught up with III's portfolio manager David Allen and portfolio manager trader Eugenio Perez to learn more about their use of Artificial Intelligence in the trading process.
- Me and My Machine: The Automated Trader Interview21 Oct 2009 -
For many in the world of automated trading, low latency is critical to their trading performance. By contrast, for Florida-based III, it’s just one component among many. Automated Trader’s Editor, William Essex, spoke to David Allen, III’s portfolio manager, about this. While they were at it, they also discussed “appropriate automation”, artificial intelligence, data interpolation, integrating fundamental data, data maintenance, synthetic markets, in house and outsourced and avoiding the herd - among other things…
- David Allen - AVM, LP outlines growth in commodities algo trading27 Jul 2009
- Dr John Bates, CEO, Progress Apama: "Turbulent times"24 Jul 2009
- George Hessler, EVP, Lime Brokerage offers his view on the current trading environment24 Jul 2009
- Chris Mingay, Technical Account Manager at ICE, talks to Automated Trader19 Jul 2009
- David Clayden Speaks to FIX Flyer CEO Brian Ross09 Jul 2009
- Chi-Tech set out their stall at TradeTech.09 Jul 2009 - Tech provide insight into their exchange and maket data solutions for exchanges, and both buy-side and sell-side firms.
- Activ Financial expand into Europe09 Jul 2009
- David Clayden talks to FIX about the Canadian market09 Jul 2009
- David Easthope of Celent09 Jul 2009
- Smarter smart order routing from Quod09 Jul 2009
- Automated Trader's David Clayden finds out about MATLAB's capabilities as a financial modelling tool09 Jul 2009
- John Knuff of Equinix discusses recent press announcement with ISE09 Jul 2009
- David Clayden talks to John Krog Senior VP of Sungard Trading about the GL acquisition09 Jul 2009
- Equiduct CEO Artur Fischer: "MiFID doesn't work...."09 Jul 2009
- New York to Chicago round trip in 16.4 milliseconds?09 Jul 2009
- Nasdaq OMX Eurpope..... "MiFID more evolution than revolution."09 Jul 2009