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December
The fungibility that regulations will deliver in derivatives markets could trigger an arms race in algorithmic trading. However, algo traders will have to reassess their strategies for the new market writes Dan Barnes.
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October
How has the financial crisis changed our attitudes to value at risk?
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How algorithms will change the role of the trader over the next decade.
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Regulatory reform in the OTC derivatives market will force changes in the way firms manage their collateral exposures, leaving participants concerned about the increasing complexity of the market.
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Real time is seen by many as the holy grail of risk management. Mythical perhaps but sought after by all for its indescribable value. With regulators putting increasing demands on banks to provide real time data and with the cost of collateral rising, the pressure is on to understand risk in a more timely manner. But what does real time mean and what are the barriers to achieving it? William Mitting found out.
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High frequency trading (HFT) firms, trading a large volume of contracts on a small margin, can find one small price movement potentially bank-breaking. That makes the choice of technology, which turns a firm’s orders into fills, crucial. But in a crowded marketplace, how do you decide what is right for you? Dan Barnes, looks at the options.
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September
How new regulation will bring with it the need for greater connectivity.
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How to get your data in order to meet the demands of regulation and high speed trading.
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August
A remarkable number of global financial institutions are actively pursuing setting up Swap Execution Facilities (SEFs) since they have become enshrined in U.S. law under the Dodd-Frank act. Recent announcements have delayed when they formally need to be ready, but few institutions care. Why?
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July
As traders diversify to realise greater opportunities for arbitrage and move into new markets, the demand for cross-asset class trading capabilities has never been greater. Roger Aitken looks at what solutions are out there and how traders are increasingly looking for platforms that can trade equities, derivatives, FX and commodities and how the search for low and ultra low latency is defining the evolution of the market.
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Value at Risk (VaR) is a popular metric used in risk management. While it gained popularity in the 1980s after the market crash of 1987, today it is being scrutinized after the market crash of 2008 due to extreme tail events that were not properly identified or mitigated.
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The Dodd Frank Act creates a new class of trading venue intended to bring greater transparency to the trading of OTC derivatives. With new fixed income trading venues already emerging in response to the US legislation, Sassan Danesh and Murray Reid of ETrading Software argue the time has come for the introduction of open industry connectivity standards, based on the FIX Protocol and FpML.
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June
High frequency trading has received more than its fair share of attention over the past 12 months. As regulators grapple to control the trading strategy its rise appears unstoppable. Elise Coroneos looks at the controversy behind the trading strategy, what tack regulators have taken and the key growth markets.
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Ever traded CFDs from a hammock in Puerto Rico? Pork bellies on a yacht in the Med? Welcome to the world of ‘on-the-go’ execution. Thanks to the power of technology and mobile apps, traders now have the flexibility of no longer needing to be physically at the office or even having a desk. More developments can certainly be expected, writes Roger Aitken.
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April
Actant, the electronic derivatives quoting solutions firm, has launched a low latency, programmable, algorithmic trading application, Actant ExStream.
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The Algo Group has gone live as a provider of connectivity and colocation services to the London Stock Exchange Group’s new ultra-low latency trading platform, Millennium Exchange.
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Nasdaq OMX has launched its new web-based trading application, Genium Inet Web Trade, on its Nasdaq OMX Commodities market, for power and carbon trading. This is the first market to offer the trading application.
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Newedge and Orc Software have agreed to let US-based customers of the software vendor trade on Asian derivatives markets through the world’s largest futures brokerage.
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Riskart, a derivatives consultancy based in Italy, has announced a strategic partnership with London-based consultancy IB Boost, which specialises in integrating systems. The aim is to provide innovative and cost-efficient solutions for integrating systems across the front, middle and back offices.
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Singapore Exchange has selected Corvil’s latency management system CorvilNet for its new Reach trading platform and colocation facility. CorvilNet will allow SGX to manage latency between the trading platform and its members. It can monitor real time latency for all market data feeds, order entry transactions and the network at the same time in one platform.
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Traiana, the post-trade solutions provider, has launched a service to connect the over-the-counter FX market with central counterparty (CCP) clearing houses.
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February
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