Algorithmic trading
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk...
Original headline:
Source: Risk magazine
The financial crisis has thrown up numerous opportunities to study the relationship between volatility and liquidity – from the freezing of structured credit markets to the 2010 flash crash – but Nobel...
Original headline:
Source: Risk magazine
Equity portfolios are marked-to-market on the assumption that each share will recoup that amount of cash – but exiting large positions has a market impact, wiping out value. New research indicates this...
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More Algorithmic trading articles
Banks are retreating from market-making, managers warn
Published online only
Source: Risk magazine
Forex investment has became more challenging, as market-making banks facing new regulation have become less willing to take risk, say buy-side firms
Need for speed: banks explore FPGAs for portfolio modelling
Original headline:
Source: Risk magazine
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 Davidson
Special report: High-frequency trading
Original headline:
Source: Energy Risk
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 energy market behaviour. Fast and furious...
Algorithmic trading in energy markets
Original headline:
Source: Energy Risk
Algorithmic traders are now a significant presence in energy markets. Alexander Osipovich explores how they’re changing the game for human traders
High-frequency trading spreads across energy markets
Original headline:
Source: Energy Risk
High-frequency trading (HFT) is playing an ever-larger role in energy markets, but is it really suited to the nuanced deal sheets of commodities? Stephen Maloney considers this and asks whether HFT is in fact quietly tilting the table to favour those...
Credit Suisse launches algo index platform with bespoke systematic strategies...
Published online only
Source: Structured Products
Credit Suisse has launched an algorithmic platform that enables the creation of customised indexes based on liquid and listed instruments to give investors access to systematic equity investment strategies
Algorithmic trading in energy
Original headline:
Source: Energy Risk
Algorithmic trading has made slow progress in energy markets. Ned Molloy looks at the reasons for the limited uptake and at the market’s prospects
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