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The Trading Mesh

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Demystifying DEA

June 26, 2017 by Ollie Cadman   Comments (0)           

The following blog was originally published by Vela Trading Technologies and is reproduced here with permission
 
With less than 200 days to go until the implementation of MiFID II, the uncertainty surrounding direct electronic access (DEA) shows little sign of resolution. I recently attended a panel discussion on the topic at the IDX conference in London, at which a number of important issues were raised.
 
The concept of DEA, whereby a market participant directly accesses a...

Update: Generating Alpha with Earnings Date Revisions

June 23, 2017 by Deltix   Comments (0)           

By Stuart Farr, DeltixThis article originally appeared on the Deltix website at is reproduced here with permission.
 
 

Research Update
This study is an update of the research using data from Wall Street Horizon that we first published on our blog in November 2015. At that time, we had data from January 2006 to September 2015. Now we have data to March 2017. We continue to be impressed by the stability of the returns.
We showed our approach for this study in...

Data on demand: Preparing for the next regulatory challenge

June 20, 2017 by Napatech   Comments (0)           

 
Introduction
On 1st June 2017, The Realization Group, together with technology provider Napatech, hosted a round table on the challenge of capturing, storing and accessing trading data. European markets are about to enter a new era:  MiFID II and related measures will require that market participants are able to provide much more data than ever before and regulators are expected to be more demanding in investigating suspicious or irregular trading. In the past, firms had to...

MiFID II will change the market in six distinct ways

June 16, 2017 by Ollie Cadman   Comments (0)           

The following blog was originally published by Vela Trading Technologies and is reproduced here with permission
 
In March, Vela hosted an executive roundtable in London on the cross asset challenges of MiFID II. In the third and final event report, we look at the changes that participants from across the market expect to see in business models, trading patterns, and relationships.
 
No such thing as free research… Business models will change as a result of MiFID II....

Iceland is establishing itself as a major financial services hosting centre

June 13, 2017 by Stef Weegels   Comments (0)           

This is the first in a series of blog posts where I discuss how Iceland meets many of the key evaluation criteria for financial services firms exploring potential strategic data center locations.
 
A recent report published by Citihub Consulting suggests that Iceland is ideally positioned to establish itself as a major hosting centre for US and European financial services firms.
 
While banks have considered Iceland as a data center location in the past, its appeal has increased...

Naturally Intelligent: Embedding operational AI in financial services

June 9, 2017 by The Realization Group   Comments (0)           

How to make artificial intelligence work in a live environment
 
In this paper, Dan Barnes and Mike O’Hara of The Realization Group investigate the real-world applications of AI within financial business today, taking use cases from experts in the field and exploring the choices firms need to face in order to overcome hurdles in implementation. Speaking with Rael Cline of MediaGamma, Jonty Field at Quantitative Brokers, Chuck Ocheret at NEX Optimisation, Massimi Morini at Banca IMI...

Roundtable Report - Trade Surveillance - Separating the Spoof From the Truth

June 8, 2017 by Certeco   Comments (0)           

As regulatory scrutiny intensifies, could machine-learning and other artificial intelligence-based (AI) techniques play a greater role in the trade surveillance strategies of financial market participants? Will it usurp or simply complement existing rules-based approaches, helping firms to refine and target their compliance efforts more effectively?
This was the key focus of a roundtable event for industry practitioners held in late May, hosted by Certeco and The Realization Group at the...

MiFID II – the best thing that ever happened?

June 8, 2017 by Fidessa   Comments (0)           

This article was originally published at the Fidessa blog, and is reproduced here with permission. By Steve Grob

So, if you’re planning to attend any kind seminar on what you need to do for MiFID II over the next few months, forget it and go to the movies instead. You’re simply too late and whatever plans you have (or have not) put in place will just have to do as there are only 6 months left to go. The more important questions concern how regulators will interpret...

MiFID II just got political

June 1, 2017 by Ollie Cadman   Comments (0)           

The following blog was originally published by Vela Trading Technologies and is reproduced here with permission
 
In March 2017, Vela hosted an executive roundtable in London on the cross-asset challenges of MiFID II. In the second of three event reports, we discuss how buy-side, sell-side, and market operator attendees were all keenly aware that large political and secular decisions could have a considerable effect on the impact that MiFID II will have upon their businesses....

Powering Up

May 30, 2017 by The Realization Group   Comments (0)           

Handling high-performance computing to boost alpha and risk management
 
The complexities surrounding the Banking, Finance and Insurance sector today have led to a significant growth in the use of grid computing and high-performance computing (HPC) for computationally-intensive tasks. These are many and varied, and include areas such as derivative pricing, risk analytics, quantitative modelling, portfolio optimisation, and bank stress testing.
In this article, Mike O’Hara and Dan...