Volatility
Meme stocks: Data providers conflicted on offering investment analyses
While some alternative data providers are jumping in on the meme-stock craze by producing new datasets and analyses geared toward risk management and alpha generation, others—perhaps rightly so—are staying cautious.
Four years of academic study on HFT yields complicated results
A transatlantic group of researchers has examined a treasure trove of market data to see whether or not high-frequency trading is a necessary component of today’s market structure. The answer is largely ‘yes,’ but with caveats.
Inside RBC’s Aiden project: 5 years of deep learning
Aiden, a trading platform launched last year, is the product of five years of experimentation with deep learning by RBC Capital Markets on top of an additional five years of hypothesizing about what best execution would one day require.
BMLL partners with quants for HFT regulation
Researchers from a Paris university are using the provider’s data and coding environment to build models for more efficient regulatory approaches.
Utility is success? Row brews over futures post-trade workflows
Futures market participants say standardizing trade allocations through a post-trade utility could prevent a repeat of the chaos seen in March 2020, when back-office systems fails resulted in thousands of trade breaks.
OTC FX options market gears up for faster electronification
The share of electronic trading in the market remains low, but a host of factors promise to change that for good.
Point Break: How Vendors Push Their Products to the Limit
Vendors don’t release new products or updates without putting their software through rigorous testing. What does that testing involve, and what different approaches do companies employ? Max Bowie finds out.
Covid-19 Disrupts Innovation in US Treasuries Market
The pandemic has caused setbacks in electronification and streaming in the US government bonds market.
Fulcrum AM Looks to Quantify ESG Risk by Honing Hard Numbers
ESG risks will become part of investment and risk management processes across all funds at the firm.
QuantConnect Brings Low-Code Principles to Quant Finance
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.
IBM, Refinitiv Partner on Machine Learning Project to Better Understand Market Correlations
The two companies are in the early stages of using causal inference to help firms build machine learning models that are better able to handle disruption from events like the Covid-19 pandemic.
This Week: CME, Katana/IHS Markit, S&P, SmartStream, Causality Link & More
A summary of some of the past week’s technology news
OneMarketData Advances on Cloud Migration and Extends Asset Class Coverage
The vendor will roll out new coverage across OTC derivatives, fixed income, and FX in the third and fourth quarters.
Boosted.ai Rolls Out New Models for Navigating Covid-Specific Risks
As Covid-19 impacted companies and markets in March, the machine-learning startup sought to help clients better manage risk exposures that couldn't be explained by traditional risk factors.
Dash Plans Redesigned OEMS Release for Q4
Blaze 7 will feature an enhanced, integrated suite for options volatility traders.
Numerix Develops New Libor Transition Tool
NextGen Strategic Advisors partnered on the Oneview extension, which combines machine learning and NLP to help firms prep for Libor’s discontinuation.
Trading Venues Face Resilience Test in Covid-19 Pandemic
Software testing and monitoring keeps market infrastructure a step ahead amid market volatility.
CLS Looks for Value in Discarded Data
The FX settlement specialist's information services arm is harvesting years of abandoned data for new projects.
Quants Use Nowcasting As Covid Crystal Ball
Experts from UBS, Unigestion, MIT and QuantConnect discuss the need for nowcasting, and what the alt data boom has made possible in trying to navigate today’s crisis.
Pandemic Fuels New Wave of Surveillance Tech
Firms are investing in new solutions for monitoring the front office in lockdown conditions, but the latest technologies raise concerns about privacy and intrusion.
Cboe Integrates Trade Alert Into Information Solutions Business
The Chicago-based exchange has also released its first integrated solution with risk analytics provider Hanweck, which it acquired in February.
Start-up Fund Manager Hunts for ‘Joy’ During Pandemic
Infusive Asset Management is blending traditional and alternative datasets to find companies and services that bring “joy” to consumers.
Wavelength Podcast Ep. 194: ITRS Group’s Warren on Capacity Planning
CEO of ITRS Group, Guy Warren, joins the podcast to talk about capacity planning and overspending for cloud services.
Extreme Volatility—Rising to the Fair Valuations Challenge
Capital markets firms of all sizes continue to grapple with the challenge of developing fair valuations for the illiquid and hard-to-value securities they hold. While this scenario isn’t likely to be resolved anytime soon, there are specialist providers…