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?
With profits down due to lower volumes and declining volatility in U.S. stocks, high-frequency traders face growing pressure to find new markets and innovate when speed is not enough.
Facing a dilemma of how to compete with dark pools and internalizers, exchanges are planning their own dark venues to offer better prices to retail investors.
In the midst of a bad economy and lower trading volumes, the buy side balances the need to cut costs and consolidate OMS and EMS platforms, while chasing the best integrated solution.
After Goldman Sachs discovered that Bloomberg journos were keeping track of their viewing habits over their Bloomberg terminals, traders have some decisions to make about the company that provides their market data, trading tools, IM and more.
Advanced Trading takes you on an exclusive tour of Abel Noser’s New York trading floor, where the agency broker known for transaction cost analysis, is customizing algorithms for the buy side, while growing its fixed income trading and transitions business.
Advanced Trading takes you on an exclusive tour of Abel Noser’s New York trading floor, where the agency broker known for transaction cost analysis, is customizing algorithms for the buy side, while growing its fixed income trading and transitions business.
Of Frogs, Boiling Water, Market Structure and TradingApril 17, 2013The sense that inertia and incrementalism are the only approaches to solving market inertia does not necessarily have to be the case. What may be required is a systemic review of market structure itself.
High Frequency Trading Loses Its LusterApril 04, 2013With profits down due to lower volumes and declining volatility in U.S. stocks, high-frequency traders face growing pressure to find new markets and innovate when speed is not enough.
Dark Pools Open Up About Surveillance MethodsMarch 27, 2013Brokers operating dark pools have come out with more sophisticated methods for preventing trades at bad prices and profiling client behavior — both in response to buy side concerns and regulatory scrutiny.
New Columbia Business School HFT Paper Is DisappointingMarch 21, 2013The study by Charles Jones cite the usual benefits of HFT: enhanced liquidity and more efficient markets. But what about the conflicts of interest and order types designed specifically for the benefit of high frequency players?
HFT: A Clear and Present Danger?March 21, 2013In January 2013, Congressman Edward J Markey declared that HFT represents a clear and present danger and should be curtailed immediately. Is he right?
What Need for Speed?March 18, 2013So you think our modern market has fewer opportunities for gaming? Think again. A brief history of how someone can beat you in the market.
HFT Profits Shrinking? The Data Doesn't LieMarch 18, 2013Whether high-frequency trading is good for investors or bad, one fact that no one disputes is the drastic drop in HFT profits.
Mexico Revamps Infrastructure to Compete on the Global StageFebruary 06, 2013Latin America as a whole is demanding a lot of attention at the moment, but, argues Alice Botis, Head of Latin American Business Development at Fidessa, it’s critical to recognize the individual nuances of each country. Here, she throws the spotlight
Stephen Colbert Takes on HFTNovember 15, 2012Stephen Colbert says the finance sector is safer now because Wall Street has removed the weakest link: man.
High-Frequency Trading a Game-Changer for the Natural Gas MarketOctober 19, 2012Fierce HFT competition has narrowed spreads to virtually nothing in equities, so traders are looking for markets with fatter margins, which makes the commodities markets attractive.
Why Didn't Microsoft Add OMS Functionality to Excel?October 11, 2012It sits on nearly every trader’s desktop and raises
the question: Why didn’t Microsoft add a “Buy” button to its
famed spreadsheet and analysis tool?
Chicago Fed Warned on High-Frequency Trading, SEC Slow to RespondOctober 01, 2012More than two years ago, the
Federal Reserve Bank of Chicago was pushing the U.S. Securities
and Exchange Commission to get serious about the dangers of
superfast computer-driven trading. Only now is the SEC getting
around to taking a closer look at some o
Jury Out On Whether Global HFT Regulations Will WorkSeptember 27, 2012Unlike the U.S. marketplace, the push to rein in high-frequency traders through regulations is underway in Europe and Canada, but it remains to be seen whether the new rules will work or bring unintended consequences.
How to Boost Trade Performance Through TCASeptember 14, 2012In a global market where alpha continues to be elusive and liquidity is fragmented and fleeting, firms are discovering a critical component to profitability is uncovering the performance of their trading behavior through TCA.
Buy Side Takes Harder Look at Broker Algorithms After Knight DebacleSeptember 12, 2012Before Knight Capital, the buy side may have taken the safety of broker tools for granted. But now buy-side firms are taking matters into their own hands and demanding more transparency.
