A summary of some of the past week’s financial technology news.
Waters Wavelength Podcast Interview Series: PanAgora’s George Mussalli and Mike Chen hit on topics including building predictive models using point-in-time data, and balancing ESG portfolios.
Ion Group has acquired Dash Financial. Whether or not this ends up being a good marriage will come down to the people making the tech platforms, Anthony says.
A new era of accountability might see the Federal Reserve demand model explainability to keep financial system safe.
Algorithm development specialist BestEx Research is making a play to address inefficiencies in futures trading algorithms.
The two firms spent the better part of 2020 developing a detailed analysis of the quantum computing resources needed to achieve quantum advantage in derivatives pricing. Execs from IBM and Goldman explain why this benchmark is important for future…
Jo is skeptical that the SEC’s finalized market data infrastructure rule will make the public market data feeds faster.
WatersTechnology looks at how 10 different firms are embedding machine learning algorithms into their platforms and tools.
This year, natural language processing came to the fore in capital markets, helping firms of all kinds parse huge, unstructured datasets.
Technologists are working to automate indications of interest from trading desks, according to UBS’s head of machine learning.
Anthony provides some of his initial questions and thoughts following the S&P-IHS Markit deal. He also takes a second look at AML technology after getting some sage feedback.
Anthony says that while machine-learning models have been hit-and-miss during the pandemic, NLP is taking on greater importance. He also looks at how exchanges are looking to move their core matching engines to the cloud.
Market participants say they want a high-quality, centralized source of market data for EU equities. But who and what is it actually for?
Later this year the vendor is looking to allow users to clip together various components of an algorithmic trading strategy, making it easier for users with limited programming skills to build their own trading strategies.
Use cases for quantum computing are piling up—from CVA to VAR. But so are the obstacles
The Investors Exchange is now looking to propose a second new order type for NBBO non-mid liquidity.
Anthony looks at an interesting project using causal inference by IBM and Refinitiv, and what this latest evolution of machine learning could mean for innovation in the capital markets in the future.
Experts from IBM and Bank of China say they're on the lookout for this emerging threat, as machine learning gains in popularity.
What if you could create your ideal, fully-functional application without writing a single line of code? With low-code and no-code platforms, you can—with a catch … or two, or three, or four.
The UK asset manager is using Owlin's media analytics platform to identify negative news sentiment linked to credit risk.
A look at some of the past week's financial technology news.
The new functionality will help to give context to market manipulation alerts.
Due to the pandemic and rapid advancements in the fields of AI and mobile technology, regulators in the US and Europe have unique challenges on their hands.
Jo wonders if the EC's approach to regulating AI could adapt existing liability laws—with implications for individuals.