Algorithmic trading
Case study: Rabobank achieving strategic transformation with Murex MX.3
Crises throughout the last decades have led financial institutions to seek, devise and implement solutions to lower the cost of their operations, focus on their core businesses and speed up their go-to-market innovation
The landscape ahead for FX options desks: a Murex expert series
FX options desks face an increasingly complex and demanding context. The challenges they confront necessitate automation, digitisation, proper risk and lifecycle management and sophisticated, leading analytics
‘Corrective’ algo tells quant firm when it’s wrong
QTS has built a machine to show whether a strategy is likely to succeed or flop
Flow Traders to offer prices on first bond market run on DLT
The first bond market run on a private blockchain gives non-banks an opportunity to take market share
Banks turn to analytics playbook to take on FX platforms
Dealers aim to lure clients from high-fee multi-dealer platforms with improved investment analytics
Decrypting crypto: explaining the market from an institutional perspective
A white paper series taking an institutional perspective in examining the multiple dynamics of the cryptocurrency space.
Goldman exec: rogue algos could spark ‘systemic’ crashes
Device proliferation and digital assets also altering risk environment, says Europe op risk head
The XVA challenges energy traders face in a complicated and volatile market
A white paper looking at some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions in the face of Covid-19 and geopolitical effects.
Flow market-maker of the year: Citadel Securities
Risk Awards 2022: ‘Meme factor’ and sturdy systems helped Ken Griffin’s firm cope with huge volumes – and post record revenues
New GFXC chair aims to keep up reform on last look
SNB’s Andrea Maechler urges more liquidity providers and trading venues to address hold times
Derivatives house of the year: JP Morgan
Risk Awards 2022: Big bet on AI is delivering results
Leveraging data in e-FX trading
A white paper explaining how, in a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy
Facing the future: the growth of automation in Asia‑Pacific fixed income trading
How can automation improve fixed income trading strategies and best execution? In a recent Asia Risk webinar, in partnership with Tradeweb, a panel of market experts discussed the outlook for automation in the trading space
Morgan Stanley and UBS remove FX hold times
Goldman Sachs follows suit in new GFXC cover sheets, but NatWest Markets holds on
Deep learning profit and loss
The P&L distribution of a complex derivatives portfolio is computed via deep learning
Podcast: turbo-charging derivatives pricing
Quants achieve more speed by reducing number of dimensions in price calculations
Algo sniffers make a tough business tougher
FX spot is already a hard game for many LPs and the rise of skew sniping only makes things harder
Societe Generale links FX algo fees to ESG targets
Clients face penalties if they fail to meet sustainability criteria during algo rental period
A principled approach to clean-up costs in algo trading
The opportunity cost associated with the cancelled portion of an order is quantified
Goal-based wealth management with reinforcement learning
A combination of machine learning techniques provides multi-period portfolio optimisation
An approximate solution for options market-making
An algorithm for the market-making of options on different underlyings is proposed
Inside Wells Fargo’s bid to take on big FX players
The third-largest US bank by assets plans to use big corporate flows to lure institutional clients
Quantum trading and the search for the perfect clock
Government push to overhaul satellite technology could improve time-stamping accuracy for trading firms – and for regulators
The new rules of market risk management
Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net…