Dealers may have gifted the buy side an information edge
Asset managers may have an information advantage over dealers in bond pricing
A pairs trading strategy can give a larger Sharpe ratio with respect to classical methods
UK regulator said to have concerns about the high volume of simultaneous approval requests
The London-based provider has applied itself to the specificities of fixed-income, currencies and commodities over the past year
Javelin Global Commodities CEO sees opportunities amid bank retreat from physical markets
This paper studies the problem of optimal trading using general alpha predictors with linear costs and temporary impact.
"The jury is still out on whether internal models are worth the effort" – HSBC's Jenkins
Outdated systems and lax controls expose pension plans to 'operational failure'
This paper analyzes empirical data for 4000 real-life trading portfolios with holding periods of about 0.7-19 trading days.
Analysis shows some trading desks receive lower capital with stressed market risk charge
Excellence in Asia recognised across commodities, energy trading and risk management
The authors of this paper argue that fundamental determinants of speculative futures trading may have been misinterpreted by some as “excessive” speculation in the energy markets in recent years.
Exclusive coverage of congress for energy traders and risk managers
Limiting response time for market-makers may become outdated method
Firms discuss ways to make better use of data glut
Two banks' commodity VAR stays about the same or increases from 2012–14
Trading portfolios are easily mishandled, as are Europe's economies
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A universal law for optimally dealing with proportional transaction costs
Grasp of market psychology key to success, says Centaurus founder