10 Ways to Manage Conflicts of Interest on Your Broker-Owned Platform June 18, 2013 | Buy-side clients need to understand that when they trade on a broker-sponsored platform, they are paying for these systems, whether that payment comes in the form of commissions, licenses, or widened spread. Therefore, the most important thing the buy side should do is to think like a customer.

Have We Hit Peak HFT?
June 11, 2013 | The number of shares traded via high-frequency trading are down and politicians want to roll out a tax to serve as a speed bump. Some are wondering if microsecond dealings are poised to fade away.

66% of Buy Side Traders Value Execution Consultants
June 11, 2013 | Increasingly traders are valuing more granular, quantitative real time and post-trade analysis of performance, according to a survey by Woodbine Associates.

Capital Markets: Managing Intelligence Optimization vs. Big, Diverse Data
May 30, 2013 | The dialogue on big, diverse data has been changing in capital markets during the last few months, and for the better. Now firms are engaged in a process to harvest and exploit untapped knowledge, which is more about business insights or intelligence optimization -- BIO -- versus big data.

Citi Launches Open and Close Algos in Major Trading Tech Upgrade
May 29, 2013 | Citi introduces new functionality that helps buy side clients participate in the key minutes around the opening and closing market auctions as well a redesigned order ticket and smart order router.

Czech Republic's RSJ Chooses KX Systems for Algo Trading
May 24, 2013 | A big derivatives trader on NYSE Liffe and other derivatives markets, RSJ is using KX's high-performance database and language to collect and query vast quantities of data and to test models and strategies.

Is Trading Via Microwaves Ready for Prime Time?
May 08, 2013 | As traders look for the fastest way to trade, one connectivity provider may have an answer: Sending data and trade orders via microwaves. So, what happens when it rains?

Differences Between Dark and Lit Trading
May 02, 2013 | Distinguishing between "dark and lit" trading venues in strategy discussions must consider the order size because small trades parsed algorithmically across venues have a different impact on information leakage than block trades.


More
HFT Debate: Two Experts Square Off On Market Structure May 01, 2013
Negative Sentiment Create Headwinds for Apple April 23, 2013
Regulators vs HFT Firms Debate: Who Blinks First? April 19, 2013
Corporate Bond Market Needs Price Discovery Overhaul —Report April 16, 2013
Barclays Unveils Automated Capital Commitment for Algo Trading April 12, 2013
Nasdaq, CME Building Superfast HFT Link April 11, 2013
Quantopian and Upgrade Capital Offer Algo Development Competition April 09, 2013
PDQ Enterpises Inks Deal with Orbis Systems April 01, 2013
Winton Capital’s Hedge Fund Closes Amid No Interest March 28, 2013
Self-Learning Algorithms: The New Frontier for Trading and Market Surveillance March 28, 2013
Dark Pools: Setting the Record Straight on Operational Transparency March 27, 2013
SEC Approves Nasdaq Payback Plan for Botched Facebook IPO March 26, 2013
New Columbia Business School HFT Paper Is Disappointing March 21, 2013
HFT: A Clear and Present Danger? March 21, 2013
JPMorgan E-mails: "Stupid Quants" March 19, 2013
What Need for Speed? March 18, 2013
Sequester Chokes SEC, Regulator Funds March 13, 2013