Algorithmic trading
Cutting Edge introduction: The trouble with algorithmic execution
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
Optimal execution with a price limiter
Balancing the price uncertainty and price impact of large orders is an important issue for many market participants. While classical approaches lead to trading algorithms that are invariably price-path insensitive, in this article, Sebastian Jaimungal…
Finra: poor controls around HFT a big concern
HFT operational monitoring a real issue
Trading strategies via book imbalance
Predicting equity and futures tick by tick price movements
India listed derivatives market faces infrastructure hurdle
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
Quants turn to AI for market insights
A Trade Odyssey
Risk USA: Hire more quants in compliance, says SEC official
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
Asia exchanges set for overhaul as competitiveness wanes
Solid structures
BlueCrest's Braga on trend-following strategies
Conventional traditionalist
Editorial: Blowing in the wind
Editorial: Blowing in the wind
Defence against IP theft in financial services
The last few years have seen several high profile criminal and civil cases over the theft of intellectual property from financial institutions. Legal battles, however, are extremely complex and expensive, so firms need to ensure they have adequate…
Exchange order types prompt fears of HFT conspiracy
High-frequency traders have been viewed with suspicion for some time. Now critics claim exchanges are conspiring with the traders to develop tools that benefit them and disadvantage ordinary investors. Is the threat real? Laurie Carver reports
Swap regulations hold key to future of OTC algorithmic trading
The arrival of central limit order books in the interest rate swap market has opened the door to algorithmic trading – but only a little. Its future depends on how the over-the-counter market evolves. By Peter Madigan
High-frequency trading improves market quality, study finds
Study disproves commonly held negative perceptions of HFT
Knight Capital losses spur focus on algo risk management
A dark Knight for algos
Quant Congress USA: Real-time audit trail unnecessary, says SEC chief economist
SEC chief economist says consolidated audit trail rule is strong enough, despite concerns from Democrats
Optimal design of algo-alpha trading strategies
Optimal design of algo-alpha trading strategies
Optimal design of volatility-driven algo-alpha trading strategies
Optimal design of volatility-driven algo-alpha trading strategies
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
US structurer: Credit Suisse
Structured Products Americas Awards 2012
Liquidation cost: why mark-to-market values are wrong
The cost of liquidation