A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
In the 1990s, banks tried to buy automated trading expertise; now, after a long break, they’re trying to build it
As banks get serious about e-trading, humans are being asked to give up their secrets to the machines that could replace them
New chat system touted as sales and trading game-changer, as banks build hundreds of add-ons
In this paper, the authors provide tools to test the correctness of backtest engines for setups with at most one entry and one exit.
Goldman Sachs and JP Morgan upending years of bank strategy by making systems available to clients
This paper deals with statistical measures based on high frequency data from stock markets, and in particular looks at how these measures changed according to time, with a focus on before and after the crisis of 2008.
Investment opportunities forecasting: a genetic programming-based dynamic portfolio trading system under a directional-change framework
This paper presents an autonomous effective trading system devoted to the support of decision-making processes in the financial market domain.
Risk Awards 2017: Front Arena has kept clients despite two acquisitions and regulatory upheaval
Athena platform – built for JP Morgan's traders – could be available to clients in 2018
Top ETRM vendors, implementation specialists, data vendors and data managers
Beyond relational databases
Trading technology product of the year: Nasdaq OMX
Sponsored video Q&A: OpenLink
Recent glitches highlight aggressive culture on Wall Street
Breaking the banks?
Expense makes sense
Making technology cheaper
Shuffling the pack
Neil McGovern and Horace Chow discuss market trends, new regulation and areas of growth in the Asia region
Buyouts and divestments were not the only interesting developments shaking up the delivery of risk management, pricing and analytics, and trading technology in the Asia-Pacific region during the past year. New rules and regulations were also a…