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The Trading Mesh

July 2011

The Growing Demands for Historical Tick Data in the HFT and Systematic Hedge Fund Space

July 27, 2011 Comments (0)           

An Interview with Gordon Bloor
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Gordon Bloor, Chief Executive of Morningstar Real-Time Data, the division of Morningstar that specialises in delivery of consolidated real time and historical market data.
Firms that run algorithmic, systematic and high frequency trading models cannot exist without historical data for back-testing their strategies. Data requirements are becoming increasingly broad (in terms...

HFT and the Fairness of Financial Markets

July 20, 2011 Comments (0)           

An Interview with James Angel
 

In this interview for the High Frequency Trading Review, Mike O’Hara talks to James J. Angel, Associate Professor of Finance, McDonough School of Business at Georgetown University and author of a number of papers on the structure and regulation of financial markets, including “Fairness in Financial Markets: The Case of High Frequency Trading”, which he discusses here.
 
High Frequency Trading Review: James, your paper...

HFT Case Study Allston Trading

July 7, 2011 Comments (0)           

An Interview with Peter Nabicht
 
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Peter Nabicht, Chief Technology Officer at Allston Trading, a proprietary high frequency trading firm headquartered in Chicago, IL.
 
Peter joined Allston in 2004, began a state-of-the-art real-time operations desk to support trading activities across multiple asset classes, headed up technology on the Short Term Interest Rates, and became CTO of the firm...

The Future of FX Trading

July 7, 2011 Comments (0)           

Yesterday evening I went to along to a panel debate on “The Future of FX Trading“, hosted by Equinix and sponsored by Level 3 Communications.
First off, congrats to Equinix on putting on such a good event. Interesting panel discussion, lots of thought-provoking conversations, beer, champagne and small fluffy monkeys!
One thing that was pretty clear from the panel discussion and ensuing conversations was that there are some big opportunities in the FX space for firms who know how...

European Principal Traders Association

July 5, 2011 Comments (0)           

I’ve been reading quite a bit in the press recently about the newly formed FIA European Principal Traders Association (EPTA), which is a European-based lobby group designed to help proprietary trading firms get their voices and opinions heard by the European legislators.
The EPTA is a subsidiary of the Futures Industry Association, and you can find their website at http://www.futuresindustry.org/epta/. Last year, a similar group, the FIA Principal Traders...