Algorithmic trading
Need for speed: banks explore FPGAs for portfolio modelling
Original headline:
It can take hours for traditional bank systems to run portfolio risk models. That’s too slow for some banks, which are now exploring unwieldy – but quick – field-programmable gate arrays. By Clive...
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The head of the Securities and Exchange Board of India calls for a speed limit for high-frequency trading to protect retail investor interests
Original headline:
This month's special report takes a look at high frequency trading in the energy markets. Our first article discusses some of the technological issues while the second looks at how algo trading is changing...
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Profile: Credit Suisse's algo team on automating OTC markets
Original headline:
A big chunk of tomorrow’s over-the-counter market could look something like today’s equity markets – fragmented, standardised, automated – and dealers plan to expand their existing algorithmic trading businesses as a result. To find out what the...
HFT is changing the ecology of the FX market, says BIS committee
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Bank for International Settlements report on high-frequency trading in the FX market is lukewarm about recent initiatives to monitor HFT and recommends further analysis by regulators and participants
OTC derivatives reform will lead to algo boom, banks predict
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Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Reforms could force OTC markets to embrace trading algorithms
Original headline:
Compared with other markets, algorithmic execution is rare in the over-the-counter world – at least for clients. That could change rapidly if regulation forces more electronic trading while also fragmenting liquidity. Mark Pengelly reports
RBS launching gamma hedging algo for forex clients
Published online only
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Further liquidity fragmentation in foreign exchange predicted
Published online only
Market-damaging behaviour should be controlled, but separation or elimination of high-frequency trading would be damaging to the market’s equilibrium, ClientKnowledge argues in research published today
BoE’s Haldane highlights increasing risks from high-frequency trading...
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Bank of England executive director of financial stability Andrew Haldane outlines policy measures to reduce systemic threat posed by high-frequency trading
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