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The Trading Mesh

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Pillar #5 of Market Surveillance 2.0: Cross-region monitoring

March 27, 2015 by Software AG   Comments (0)           

By Theo Hildyard
In the fifth blog in our series outlining the Seven Pillars of Market Surveillance 2.0 we look at how monitoring across different regions can assist compliance managers in adhering to different regulatory environments. 
Cross border surveillance becomes increasingly critical as financial services firms and investors trade multiple asset classes across many countries and disparate regulatory regimes, which can create confusion and opportunities for...

The buy-side multi-asset trading desk tomorrow

March 25, 2015 by Peter van Wely   Comments (0)           

Peter van Wely is heading InfoReach Execution Management Software EMEA and Asia, a global EMS and FIX provider, based in New York, Chicago and Amsterdam
Now the crisis is mostly behind us, let us take a look what the near future has in store for the trading desk.
A trend that has gathered pace is a more demanding, efficient and result-oriented buy-side trading desk that is acting more independent and self-conscious. What are the drivers and what are the instruments one can use?
The crisis...

Change is the only constant

March 20, 2015 by Regulation Matters (Fidessa)   Comments (0)           

By Anne Plested
The unbundling of payment for research is a top concern for the industry. There seems to be general acceptance that, one way or another, Europe is set on the soft dollar research market becoming a hard dollar one by January 2017. Despite calls for more clarity and the recent publication of the FCA discussion paper on the regime, opinion remains divided as to how the use of CSAs can evolve to survive as a payment mechanism. There’s no denying widespread...


March 19, 2015 by Lokesh Madan   Comments (0)           

When it comes to Fund management & scalability … HFT Fails?
“HFT in my experience falls under one asset class in which you can manage some percentage of funds with higher returns then Index By Lokesh Madan.”
“HFT Return depends not only on strategies it depends upon the continuously Technology change By Lokesh Madan”.
In India I meet so many Top broker HFT Desk their return in HFT is not consistent. When they invested in High end...

Banks “pay 33% to 50% more” in developer salaries

March 19, 2015 by Coman Hamilton   Comments (0)           

This interview with Peter Lawrey was originally published by
Finance may be a “dry subject”, says HFT programmer Peter Lawrey, but it’s never bad to work for an employer that has money. Stack Overflow’s most active Java commenter explains what it’s like to work in high frequency trading and banking.
How did you end up programming in high frequency trading. Is it your range of skills that got you there, or a clear...

Pillar #4 of Market Surveillance 2.0: Cross-Asset Class Monitoring

March 19, 2015 by Software AG   Comments (0)           

By Theo Hildyard
In the fourth blog of our series outlining the Seven Pillars of Market Surveillance 2.0 we look at how monitoring multiple asset classes can help financial services firms to spot and prevent market abuse and fraud. 
Few financial institutions or trading entities now focus on a single asset class, which means that multiple asset classes across geographies must be monitored for abuse. From equities & futures to oil and foreign exchange, rogue...

The UI Technology Mess

March 13, 2015 by The Trading Mesh   Comments (0)           

In this article, Mike O’Hara, publisher of The Trading Mesh, talks to Olivier Deheurles of Adaptive Consulting, Ash Gawthorp of The Test People, Eddie McDaid of Software AG and Ofer Deshe of Tobias & Tobias, about the current state of front-end user interface (UI) technology in trading platforms and investigates how firms can future-proof their investment in UI development.
In recent years, financial markets professionals have seen a...

Pillar #3 of Market Surveillance 2.0: Support for Fast Big Data

March 12, 2015 by Software AG   Comments (0)           

By Theo Hildyard
In the third of a blog series outlining the Seven Pillars of Market Surveillance, we investigate Pillar #3 which shows us how we can analyze the fire hose of market, trade and social media data to prevent fraud and market manipulation.
Called Market Surveillance 2.0, the next generation of market surveillance will act as a kind of crystal ball; one that is able to look into the future to see the early warning signs of unwanted behaviors and alert...

Out-of-Band FPGA Accurate Numeric Preprocessing for ULL-HFT

March 12, 2015 by Khaled Aly   Comments (0)           

By Khaled Aly, Technical Author & Research Analyst
The computation of statistical indicators and indices is an integral part of algorithmic trading, and its performance becomes more prevalent in proportion to frequency and round-trip latency constraints. The HFT loop encircles data moving among traders and/or brokerages, exchanges or alternative venues, index publishers, and third party market data vendors. 
It is currently common to offload network stack and...

Beautiful Curves, Graph Theory and “Tech Debt”

March 6, 2015 by Steve Wilcockson   Comments (0)           

By Steve Wilcockson, Industry Manager - Financial Services at The MathWorks

Last week, I attended three great industry collaborative events in London, each providing a diverse and distinct lens on model-based financial technology. Applying Chatham House Rules, I’ll try to summarise each event’s highlights which in turn addressed

Risk management, particularly curves, reflecting business (compliance) and quant best practices
Probabilistic graph theory, reflecting model,...