Special report
Credit Suisse Links to Aqua
Credit Suisse's Advanced Execution Services (AES) has linked to the alternative trading system (ATS) Aqua as a trading destination for all of its algorithmic and direct access systems, say officials. Aqua facilitates delivery of broker block liquidity to…
Smart Order Routing to Go Beyond Equities
Smart order routing is going beyond the equities market, according to industry observers. "Foreign exchange (FX) is a big player ... it's definitely moving to multi market," says Adam Honoré, senior analyst at research firm Aite Group, who spoke during a…
AK Jensen Joins Fidessa's Network
Independent electronic agency firm AK Jensen has joined Fidessa's global connectivity network, vendor officials announced last week. With its technology and electronic solutions, AKJ provides a one-stop solution for global electronic trading, say…
Demystifying Liquidity Management
Ever since the Markets in Financial Instruments Directive (Mifid) took effect, many new terms have been added to the trading lexicon. The latest, liquidity management systems (LMSes), is still in the process of being defined. DWT has assembled a panel of…
Liquidity Management's Redux
Unlike many broker-dealers looking to get their arms around the new buzzword, "liquidity management," the agency brokerage arm of Crédit Agricole, CA Cheuvreux, believes that the concept has been around for a number of years.
Yesterday's Failure, Today's Lesson
SPECIAL REPORT: AVOIDING IT FAILURE
Secrets of IT Success
SPECIAL REPORT: AVOIDING IT FAILURE
Breaking Risk
SPECIAL REPORT: AVOIDING IT FAILURE
Hedge funds managing in tougher operational environment
Despite ongoing turbulence in the global financial markets, some sectors of the hedge fund industry are not only surviving but adapting to successfully achieve their investment mandates. A new Celent report does not discount the casualties among hedge…
OMS vendors look to smaller, international managers for future growth
With North American and Western European buy-side markets at their saturation points, a new TowerGroup report anticipates a slower rate of growth for the buy-side OMS market. The future of OMS vendors' growth prospects, says the report, lies with small-…
Report: Applications Key to Cutting Latency
Investment banks seeking to reduce latency should focus on optimizing their application software stack rather than their networks, according to new research recently published by Paris-based networking consultancy Net2S.
Panel: Quants Must Tackle Data Concerns
Data issues are emerging as key concerns for quantitative traders and analysts, with rising data volumes, data quality, and the need to analyze data to derive meaningful conclusions at breakneck speed all contributing to traders' concerns, according to…
Automating the Hunt for Alpha
The financial industry is on the verge of the next evolutionary growth spurt in algorithmic trading. However, no one knows for sure where it's leading.
Algos: The Next Generation
With the dramatic growth in available processing power and advancements in complex event processing (CEP) technology to handle expanded real-time inputs, trading algorithms are on the verge of the next evolutionary quantum leap. DWT has gathered a panel…
Portfolio Trading Dominates Algo Growth
Most Wall Street players tend to leave divining the future to mediums with basement storefront dens, but most agree that in the next five years the use of trading algorithms will be going nowhere but up.
Xeno Survey Questions Data Quality
Nearly 80 percent of market data professionals consider market data quality a serious issue that requires them to spend significant time checking and validating data rather than on projects that deliver competitive advantage, according to the results of…
White paper calls for greater fund pricing transparency
Hedge funds' pricing and valuation methodologies never seem far from the spotlight these days as the industry contemplates ongoing calls for greater levels of disclosure and transparency. However, as Stewart Eisenhart reports, calling for reforms and the…
The more prime broker relationships, the better
Large and mid-tier hedge funds have been trimming the numbers of their prime broker relationships over the past two years, eliminating redundancies and gaining operational efficiencies. But that may change in the wake of the Bear Stearns collapse and…
Options Symbology - Time to Play Catch-Up
Only a handful of firms have started preparing for the options symbology initiative that will change options codes for trading and settlement, but experts say some of the work should have been done yesterday. Tine Thoresen reports on how firms can catch…