Algorithmic trading
Sterling flash crash leads to market price confusion
Banks set their own sterling/US dollar low 4% higher than some traded rates
HFT firm Teza said to be eyeing prop trading retreat
Big US Treasury trader has seen hedge fund add $1.5bn this year
Algorithmic execution: Harnessing technology to manage risk
Sponsored feature: HSBC
End-users debate CFTC automated trading rule
Representatives of energy and agriculture firms clash over Regulation AT
CFTC automated trading proposal worries energy firms
Companies surprised to learn they may need to register as algorithmic traders
Optimal trading trajectories for algorithmic trading
This paper derives explicit formulas for the optimal implementation shortfall trading curve with linear and nonlinear market impact.
Dealer algos strike back in swaps market showdown
Auto-quoting starting to take root as incumbents try to keep pace with Citadel
FSB’s Andresen: liquidity risks were underpriced pre-crisis
Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview
Interest rate derivatives house of the year: Citadel Securities
Swaps market outsider changes the way the game is played
Algo trading feedback loops an urgent worry, Carney warns
Some traders don't understand risks of algos, BoE says
Seeking transparency: The outlook for foreign exchange trading in Asia
Sponsored survey analysis: Thomson Reuters
US spoofing crackdown is a case of misplaced priorities
There are worse HFT practices than spoofing, yet only spoofers go to jail
China could restrict offshore program trading in Hong Kong
Cross-border co-operation agreement already exists between CSRC and Hong Kong's SFC
Investors want to know logic behind machine learning
Big data tools a hard sell without clear explanations, says Winton researcher
UK banks face 'billions more' in fines as BBA looks to future
No way to provision against US penalties, conference hears
Profile: UBS on the past and future of fixed income
Swiss bank's fixed-income trading floor is home to two distinct businesses
Horizon Software: coping with the compliance burden
Firm’s head of electronic trading says EU regulation choking options market liquidity
Forex algos revive US rates trading at UBS
Rejigged algo behind doubling in volumes - Swiss bank aims to repeat trick in swaps
Capital markets in Japan unconvinced of big data’s potential
Firms discuss ways to make better use of data glut
Profile: Citadel's Hamill on the fight for swaps market share
New entrant is making prices - and hedging - electronically
Citadel shaking up swaps competition
Chicago firm is now a top-four market-maker on US swap platforms
Fixing the cognitive problems at the root of the crisis
Decision-making failures are being tackled in three very different ways
Robot risk managers excite swap market-makers
Banks hope auto-hedging algorithms will cut costs, boost volumes
Optimal trading under proportional transaction costs
The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a universal law through trading algorithm design