Algorithmic trading
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,…
Citi Opens ‘Open' to Client Base, Improves Order Entry and SOR
After working with its buy-side clients and vendors, Citi made several announcements today: It will now make available its Citi Open algorithm to its entire client base; it has enhanced its Citi Close algorithm; it has redesigned its global order-entry…
Q&A With Wolverine's Kevin Kernan
Kernan, director of product development at Wolverine Execution Services (WEX), dishes on his firm's algorithmic adaptations.
SunGard Extends FoxRiver Algo Suite to Japanese Equities
SunGard Financial Systems has extended the international reach of its Fox River algorithm suite to support trading in the Japanese equities market.
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.
Algorithms, Arbitrage and Broken Things
Settling for a settled debate over high-frequency trading.
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…
S&P Capital IQ Updates QuantFactory
S&P Capital IQ's Real-Time Solutions has announced the release of QuantFactory 5.3.2, the new version of its automated trading platform.
SunGard, Otkritie Pair on Currency Conversion and Algo Trading
SunGard has announced a deal with Moscow-based broker Otkritie Capital to launch an automated ruble-dollar conversion service.
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…
Circuit Breakers Adequate for Flash-Crash Prevention
A recent report by London-based consultancy GreySpark Partners has found that circuit breakers and venue controls on algorithms should be sufficient measures to control aberrant behavior related to algorithmic trading, without a need for further…
Refereeing Fifty Matches at Once
When it comes to HFT, how much oversight is practical?
Prescient Ridge Goes Live on New Trading Infrastructure
Highland Park, IL-based Prescient Ridge Management (PRM), a managed futures fund specializing in short-duration, systematic trading strategies, has gone live with its new trading infrastructure incorporating Connamara’s Made-to-Measure components.
Algorithmic Trading special report
March 2013 - sponsored by: Azul Systems, OneMarketData
Staring Down the Barrel of Mifid III
Delays and frustrations could prompt a third round of reviews in Europe, which is exactly what we don't need.
ConvergEx Unveils Premarket Trading Algo
ConvergEx Group has released a new algorithm that is designed to allow users to automate the largely manual process of premarket trading.
Saxo Bank Re-Launches MT4 Platform
Online trading specialist Saxo Bank has re-launched its MetaTrader 4 platform under the name SaxoMT4, with institutional business being handled through its French subsidiary, Saxo Banque.
National Bank Financial Activates Orc for Canadian Algo Trading
National Bank Financial (NBF), a wholly owned subsidiary of the National Bank of Canada, has extended its use of technology from Orc by offering clients algorithmic trading in Canadian markets.
ITG Releases Closing Auction Liquidity Algo
Execution and research broker ITG has announced the release of its Dynamic Close algorithm, which pursues market liquidity in NYSE and Nasdaq closing auctions.
Twitter Manipulation Begs Questions of Utility, Ethics
As news emerged yesterday of a second case in as many days of deliberate manipulation of Twitter affecting stock prices, Steve Dew-Jones caught up with MarketPsych's sentiment analysis stalwart Richard Peterson to gauge his response.
China Merchants Securities Rolls Out Algo Offering
Shenzhen-based China Merchants Securities has announced that it will be offering algorithmic strategies to its retail investor clients, with plans to extend it to buy-side institutional clients later.
