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Face-to-Face Events:
Online Events:
- Market Data: Looking Back to Get Ahead Hedge fund managers are digging deep into yesterday's data to uncover a trading edge.
- Could Market Volatility Be Hiding a Flash Crash?
- Can Hedge Fund Managers Master Market Volatility?
- Volatility Spurs Aggressive Algo Strategies
- How Buy-Side Traders Are Adapting to the Volatility
- Does TCA Really Work for the Buy Side?
- Diamondback Settles Insider-Trade Charges
- After MF Global, Risk Management Again Takes Center Stage
- Volatility Fuels Demand for Stronger Data Management
- Despite Global Market Connectivity, Trading in Emerging Markets Remains a Challenge
- Fragmentation Coming to a Swaps Market Near You
News
-
Reuters
White House Urges US Senate on Insider Trading Bill - Legg Mason Net Falls, But Outflows Slow
- Radiant Investment Adopts New PMS
- Pension Shortfalls a Stark Corporate Challenge
- Goldman Cuts Thomson Reuters to Sell
- Foreclosure Deal Threatened: JPMorgan CEO
- ECB At Center As Greek Debt Talks Resume
- Failure to Arbitrate Nets Merrill Lynch $1 Million Fine
- Trader Gougenheim Eyes $50M Glasnost Hedge Fund
Industry Opinions
- Is a Shorter Trading Day the Cure for What Ails the Markets?
- New Market Data Model Promises to Boost Trading Performance
Editors' Opinions
-
Justin Grant
Congressional Insider Trading Ban May Become Law This Year - The Hedge Funds in Romney's Returns
- GOP Debate: Kill Dodd-Frank!
Popular Articles
- The Top 10 Quant Schools, According to the Street
- Does TCA Really Work for the Buy Side?
- How Buy-Side Traders Are Adapting to the Volatility
- After MF Global, Risk Management Again Takes Center Stage
- Volatility Spurs Aggressive Algo Strategies
- The Hedge Funds in Romney's Returns
- GOP Debate: Kill Dodd-Frank!
- Market Data Q&A: Bill Ruvo of Thomson Reuters
- Can Hedge Fund Managers Master Market Volatility?
- Buy-Side Firms Lack Confidence in Their OMS, Risk Data: Survey
White Papers 