Algorithmic trading

ITG Introduces Algo Prism in Canada

Agency broker and technology provider ITG has introduced ITG Algorithms Prism to the Canadian market, providing traders with up-to-the-second visibility into the behavior of its algorithms.

Does Speed Still Sell?

It’s been a very buy-side focused week, here at Sell-Side Technology. On Friday, we had the seventh annual Buy-Side Technology Awards, and around that, of course, all of the organizational and editorial work it entails. Thanks have to go to everyone…

Instinet Extends Nighthawk Algo to Japan

Instinet, the New York-based agency-only broker, has introduced Nighthawk VWAP, a variant of its Nighthawk algorithm, which provides buy-side firms with aggregated access to the pre-market volume-weighted average price (VWAP) crosses in Japan.

CSRC Widens Everbright Glitch Probe

The China Securities Regulatory Commission (CSRC) has announced that it will expand its investigation of trading systems to include all Chinese brokerages, following a glitch in Everbright Securities' high-frequency engine that caused it to mistakenly…

Futures Trading Algorithms Find Traction

Equities and futures microstructures have always functioned differently—and in terms of algorithmic application, the latter has always benefited from the adventures of the former. From order placement optimization to a revived debate on pricing…

Risk Management a Challenge When Algos Go Rogue

In an article published in May, Waters explored the problematic task of performing market surveillance in automated, high-frequency trading environments. Another challenging area for algorithmic trading is that of risk management, when questions of risk…

Lessons from the Hash Crash

Over the past few months, a series of glitches similar to the one that caused the Hash Crash has made it clear that the financial markets are at the mercy of high-frequency trading machines. Some of these systems feed mostly on social media content,…

RSJ Implements Kx Systems' kdb+

The Prague-based proprietary trading shop, among the leaders in derivatives trading on NYSE Liffe, will use Kx's database and time-series analysis platform to support modeling for its algorithmic trading systems.

In Mifid II Talks, HFT Curbs Still on the Table

Panelists at TradeTech Europe, organized by WBR, said at the London event today that a range of potential restrictions for high-frequency trading (HFT) are still on the table, when it comes to discussions over the final form of the Markets in Financial…

Exchanges, Brokers Face HFT Surveillance Challenge

Although the benefits and drawbacks of high-frequency and algorithmic trading have been debated endlessly, the ability to perform competent and reliable surveillance on these operations is an area often relegated to the back rooms of conferences. James…

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