Algorithmic trading
Machine earning: how tech is shaking up bank market-making
As banks get serious about e-trading, humans are being asked to give up their secrets to the machines that could replace them
Podcast: Lo on adaptive regulation, machine learning, bitcoin
MIT quant says next project will be to combine behavioural science with tech such as machine learning
The swap market model with local stochastic volatility
An easy to calibrate and accurate swap market model is proposed
Compliance must keep pace in AI arms race
Bank compliance departments’ computational firepower must be a match for trading desks, says expert
Asia moves: Citi expands Treadwell’s role, Credit Suisse makes Australian appointments, and more
Latest job changes across the industry
Mifid fuels Asian equities e-trading surge
Firms with European clients find low-touch channels help to prove best execution
‘Black box’ models present challenges – US regulators
US officials say they have some powers to assess AI tools, but resources are a problem
Top 10 op risks 2018: organisational change
Banks fear pace of technological change will leave them exposed; others worry they could be superseded altogether
Top 10 op risks 2018: unauthorised trading
Banks say threat from rogue algos outstrips that of human traders
Game of Sefs: Tradeweb topples Bloomberg
Buy side’s desire for lighter-touch trading of interest rate swaps propels Tradeweb to top spot by volume
People moves: Deutsche Börse appoints UniCredit banker as new CEO
New fixed-income head at Mizuho; trueEX hires CTO; Deutsche fills ETF role; and more
EU shuts door on foreign electronic access providers
US FCMs could be barred from providing direct electronic access as member states bow to Esma
Video interview: Fabio Merlino, Intesa Sanpaolo
Fabio Merlino, head of retail and insurance risk discusses how the wealth management division of Intesa Sanpaolo upgraded its risk analytics capabilities with the algo system used by its proprietary traders
SEC eyes new rules on algo trading in bond markets
Electronification of bond markets may require a regulatory response, Jay Clayton says
Banks apply machine learning to CCAR models
ML models benchmarked against traditional iterations to avoid ‘black box’ perception
UBS’s Athanasopoulos on volatility, Mifid and hedging by machine
Risk30 profile: Athanasopoulos sees opportunities to cut hedging costs
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant
CFTC’s Quintenz calls for ‘reset’ on Reg AT
New commissioner says rules on automated trading should address specific risks
Modal patterns in market data stump Morgan Stanley quants
New research suggests algo traders are changing the market microstructure
Ferc’s Collins dismisses algo trading fears
Energy Risk USA: surveillance chief says HFT is yet to take hold in the power and gas markets
Fast and precautious: order controls for trade execution
Algo traders propose a new optimal execution algorithm with both limit and market orders
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
How will banks suffer large op risk losses in the future?
Eight interlocking trends mean more multi-billion-dollar losses to come
Using FX algos: Towards smarter execution
Sponsored feature: HSBC