Algorithmic trading

695 articles tagged with this keyword

/Algorithmic trading

Turquoise comments on the 'political climate' facing HFTs

Natan Tiefenbrun, commercial director, Turquoise, London Stock Exchange, talks with Finextra about algo 'sign offs' and HFT regulations at the High Frequency Trading Focus Day at TradeTech 2011.

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FSA not interested in trawling through algo code

The UK's Financial Services Authority has no intention of "looking through lines of code" before signing off algorithms used by high-frequency traders, describing the prospect, floated by the European Commission, as a "bad idea".

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SEC outlines plans to tackle market volatility

The Securities and Exchange Commission (SEC) has unveiled plans to ditch circuit breakers in favour of a 'limit up-limit down' mechanism for reducing market volatility.

/Algorithmic trading

Schapiro calls for stronger automated trading systems oversight

Securities and Exchange Commission chairman Mary Schapiro is calling for tougher regulation on automated trading systems in a bid to combat the risks of algorithmic-generated volume surges and hacking.

/Algorithmic trading

Ex-Goldman programmer jailed for eight years over HFT code theft

Former Goldman Sachs programmer Sergey Aleynikov has been sentenced to eight years and one month in jail for stealing the bank's propriety high-frequency trading code.

/Algorithmic trading

Who's afraid of high frequency trading?

Andrew Morgan, European head of Autobahn Equity, at Deutsche Bank talks about how the bank is offering education and tools to help their buy-side clients navigate a market that includes HFT.

/Algorithmic trading

The labyrinth of liquidity venues

Jack Vensel, MD, head of electronic trading, EMEA, Citi, talks with Finextra about the recent spate of exchange mergers and MTF consolidation.

/Algorithmic trading

FIXatdl 1.1 on its first anniversary

Scott Atwell FPL Global Steering Committee Co-Chair talks with Finextra about the global take-up of FIXatdl one year on.

/Algorithmic trading

Quote MTF readies itself for launch

With eight liquidity partners, Quote MTF plans on targeting passive liquidity in the market.

/Algorithmic trading

SocGen code thief jailed for three years

Former SocGen trader Samarth Agrawal has been sentenced to three years in jail for stealing the bank's high frequency trading code.

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CFTC panel recommends HFT curbs

A CFTC technology advisory committee has set out a range of proposals, including the introduction of price collars and a "kill button", to help check high-frequency trading.

/Algorithmic trading

Flash crash panel calls for HFT curbs

High-frequency traders could be charged fees for the disproportionate amount of orders they send under recommendations from a panel set up in the wake of last May's flash crash.

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Former LSE boss Furse to head UK high-frequency trading probe

The UK government has tapped former London Stock Exchange chief Clara Furse to head up a study into the impact of high-frequency trading on market stability and the economy.

/Algorithmic trading

Axa Rosenberg pays $242m over quant coding cock-up and cover-up

Investment firm Axa Rosenberg has agreed to pay $242 million to settle SEC charges that it covered up a computer code error in its quantitative investment model that cost clients millions of dollars.

/Algorithmic trading

LSE signs Johannesburg exchange to MillenniumIT

The Johannesburg Stock Exchange has licensed the MillenniumIT technology platform from the LSE as it bids to cut transaction times and attract high-frequency traders.

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European exchanges up their game in face of dark pool competition - ITG

European stock exchanges have become more efficient and slashed the cost of trading over the last year as they bid to fight off growing competition from a rash of post-MiFID dark pool and MTF competitors, according to research from ITG.

/Algorithmic trading

Goldman Sachs unveils BlockStrike block liquidity strategy

Goldman Sachs is introducing a feature that enables its electronic trading business customers to search for large blocks of liquidity in dark pools while still working the order using the algorithm's existing logic.

/Algorithmic trading

HFT makes up 77% of UK market - Tabb

High-frequency trading accounts for over three quarters of transactions in the UK equity market, according to research from Tabb Group.

/Algorithmic trading

Credit Suisse to launch US 'Light Pool'

Credit Suisse Securities is set to launch a US electronic communications network (ECN) called Light Pool that will target long term investors.

/Algorithmic trading

Nasdaq OMX buys real-time risk specialist FTEN

Nasdaq OMX has agreed the acquisition of real-time risk management technology provider FTEN. Financial terms of the deal were not disclosed.