High-frequency trading (HFT)
Oxford quantum start-up to offer high-speed arb trading in NYC
OQC to select data centre for super-fast computing in September 2025, plans to launch in 2028
Ultra-low latency trading: how low can you go?
In the world of high-frequency trading, nanoseconds gained in trade execution can mean the difference between success and failure
Direct feeds: life in the fast lane
Financial services firms are consuming more data than ever to drive a number of front- and middle-office use cases, including algo, proprietary and HFT, market-making functions and backtesting trading strategies
Research on the multifractal volatility of Chinese banks based on the synthetic minority oversampling technique, edited nearest neighbors and long short-term memory
The authors propose the SMOTEENN-LSTM method to predict risk warnings for Chinese banks, demonstrating the improved performance of their model relative to commonly used methods.
Tracking toxicity in fast and complex markets
A novel means of tracking toxicity in high-frequency equity markets is put forward and demonstrated to adequately track flash crashes.
Euronext microwave link aims to cut HFT advantage in Europe
Exchange plans to level playing field between prop firms and banks in cash equities with cutting edge tech
Deutsche Börse building equities dark pool
Move comes hot on heels of Euronext launching its own dark pool
Plugging the leaks in skewed pricing
Liquidity recycling has made it trickier for LPs to identify information leakage
Trading robots and financial markets trading solutions: the role of experimental economics
The authors investigate and summarize experimental studies on automated trading strategies in financial markets.
HFT activity increases periodic auctions costs
Eightfold jump in market impact as more trades head to once-benign execution format
The haves and the ‘have bots’: can AI give vol forecasters an edge?
Firms look to machine learning and natural language processing to gain advantage over peers
US Treasury market preps for reporting showdown
Sifma expected to attack transparency plans; prop traders brand objections “crazy”
Podcast: Man Group’s Zohren on forecasting prices with DeepLOB
Deep learning model can project prices around 100 ticks into the future
PBs get new help in war on generosity
Big FX venue operators offer way to reduce overallocation of credit
Banks and HFTs team up to solve exchange outage dilemma
Hopes that ‘gentlemen’s agreement’ can break first-mover disadvantage for liquidity providers