HFT operational monitoring a real issue
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
More Algorithm articles
We propose a new quantization algorithm for the approximation of inhomogeneous random walks, which are essential for the valuation of collateralized debt obligation (CDO) tranches in latent factor models....
Following losses because of a rogue algorithm, Knight Capital creates new roles
A dark Knight for algos
The gate array way
Risk awards 2012
A new breed of copulas for risk and portfolio management
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
The fixed-income flash crash
Algos go OTC
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
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.