Volatility
CLS Assembles Data Science Team to Decode FX Volatility
The information services division at the FX settlement specialist is recruiting data analysts for a special project.
Lighting Up the Black Box: A Must for Investors?
Many quants contend that you must be able to interpret machine learning in order to use it.
Coronavirus Crisis Highlights Need for More Informed Risk Calculations
Calculating risk sensitivities—the main point of FRTB—took on new importance as the markets dropped amid the Covid-19 global pandemic.
Fuzzy Data Stalls ESG Alpha Hunt
Quants searching for ESG signals have reached very different conclusions. Mostly they blame the data.
Cboe Buys Hanweck and FT Options in Dual Acquisition
The exchange group has made a strategic double buy hoping to boost capacity in solving portfolio and balance sheet risk for clients.
AI and Cloud Remove Barriers to Entry for Real-Time Intraday Liquidity
As increased regulatory reporting obligations add to the pressure financial institutions are under to manage intraday liquidity, centralizing siloed legacy systems into a single automated solution can offer an enterprise-wide, real-time view of liquidity…
Horizon Software Adds Market-Making, Hedging Algos to Library
Clients can use the algos from the libraries to connect to their existing algos and strategies.
ICE Acquires Fixed Income Volatility Index from BAML
The exchange and data provider says purchase of market sentiment index from BAML is a natural next step.
Warrants Issuers Battle Algo Predators in Hong Kong
The threat of high-frequency traders have forced banks to spend big on tech.
JP Morgan Turns to Machine Learning for Options Hedging
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
NYSE President Sees Tech as Key to Big Board's Next Evolution
A look at the massive tech projects (and legal battles) underway at the NYSE, which are being led by Stacey Cunningham.
Geopolitical Risk Data Moves from Foreign Intelligence to Fund Management
As nations and markets become increasingly interconnected, geopolitical risk has become top of mind for portfolio managers.
Horizon Plans Enhancements to Algo Framework
New modules will allow users to modify certain aspects of algorithmic code.
Cryptocurrency Exchanges Tap Traditional Firms for Market Surveillance
Digital currency exchanges are using established market surveillance services in a move that steps closer to institutional-level infrastructure.
Crypto Markets Turn Traditional for Tools of the Trade
As interest in cryptocurrency trading refuses to wither, despite a bearish year, traders are increasingly calling for institutional-grade tooling from traditional markets to further develop the asset class.
Deep Learning: The Evolution is Here
Advancements in AI have led to new ways for firms to generate alpha and better serve clients. The next great evolution in the space could come in the form of deep learning. WatersTechnology speaks with data scientists at banks, asset managers and vendors…
The Fast and the Curious: The Latency Barrier for Institutional Crypto Traders
Institutional investors want to enter the crypto space but the lack of infrastructure around guaranteed latency and access to real-time market data is hindering a wider entry into the field. By Emilia David
Money.Net Taps Wall Street Horizon for Event Data
The vendor says clients are increasingly looking for datasets that deliver signals of volatility around a company's stock price.
Nordea Blockchain Expert Urges Crypto Regulation
Regulation is the key to weeding out bad actors in the cryptocurrency and blockchain spaces, bank expert says.
CFTC Stresses Exchange Role in Crypto Derivatives Guidance
Agency will step in and act where required, but the lion’s share of responsibility falls to venues.
Crypto Markets Continue Breakneck Pace of Development
The release of professional-grade services by the largest digital currency exchange demonstrates a breathless pace of growth that may be masking wider issues with the nascent asset class, traders suggest.
Tora Targets Best Execution with AI-Powered Algo Picker
AlgoWheel will use machine learning to determine best method of execution.
Market Cops Turn to Crime-Fighting Robots
An expanding use of artificial intelligence is taking over surveillance practices, but some believe there are limits to what can be achieved.
Prop Shops Lock On to Crypto Markets
As the sell side hesitates, advanced principal trading shops are getting in on the crypto craze in a big way.