Algorithmic trading

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…

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