The imbalance between bid and ask orders in a limit order book tends to predict trade arrivals and price movements. Alex Lipton, Umberto Pesavento and Michael Sotiropoulos calculate probabilities of price...
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...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Trading systems articles
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
As computational demands on banks have increased, some have turned to powerful graphics processing units, but these were initially applied at the transaction pricing level. Now, they are starting to cover portfolio valuations and other enterprise-level...
Asic less concerned with high-frequency trading but is clamping down on dark pool operators
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.
Hong Kong, 1st - 31st Dec 2014
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Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014