The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a universal...
Securities regulator says it's taken an active approach to managing HFT risks but industry groups argue more needs to be done
More Trading systems articles
Data and analytical fragmentation have been risk management obstacles for decades, but efforts to overcome the problem have been rooted within the paradigm of relational databases. David Rowe argues moving beyond this framework holds the key to success...
Commodity trading firms today continually seek opportunities to trade more and more commodity types, especially as profit margins are stressed and get thinner. André Jäger, senior vice-president, product management energy at OpenLink tells Risk how...
A second no-action relief period that exempted Sefs from issuing confirmations expired on November 29, leaving forex traders unsure whether Sefs can handle the requirement
Barriers include a lack of finalised rules and technology for scalable operations
A slew of Asian regulators have looked into high-frequency trading prompted by concerns over computer-driven market manipulation. But little evidence of its negative impact has been found
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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