Opinion & Analysis
23 April 2014 - Kevin Sun, CMCRC; University of South Australia
Greater pre-trade transparency and disclosure of the limit order book should provide traders with greater opportunities to seek alpha and regulators with insight into policymaking. Continue...
23 April 2014 - Dave Lauer, KOR Group
FINRA’s recent proposal to charge for dark pool volume data is the latest example of regulators’ failure to embrace data openness and transparency. If regulators want to instill more confidence in their abilities and leverage public insights, everything should be open and visible. Continue...
23 April 2014 - DailyFX Team Member
By Gregory Marks with DailyFX 23 April 2014 14:13 GMT Talking Points: - New Home Sales (MAR) came in at 384K vs. 450K est. and 449K revised prior - Month over month loss of 14.5% vs. +2.3% est. and -4.5% revised prior - US Markit Manufacturing PMI (APR P) comes in at 55.4 vs. 56.0 est. Continue...
22 April 2014 - Nicholas Colas, ConvergEx Group
Being a ‘numbers person’ usually connotes logic over emotion, the rational over sentimental. As it turns out, however, numbers carry their own peculiar emotional baggage, highlighting one more example of how human psychology intrudes into even the simplest quantitative constructs. Continue...
22 April 2014 - Sayena Mostowfi, Lida Preyma, TABB Group, G20 Research Group
While Canadian retail equity investors are enjoying more choice and cheaper trading than ever before, Canadian retail brokers are struggling with increasing regulatory requirements, soaring technology costs, scarce volumes and declining commissions. As a result, more and more dealers are looking ... Continue...
Recent Opinion & Analysis
22 April 2014
21 April 2014
- Addressing Rapid Signal Decay and Non-Linear Returns of News Analytics (RavenPack, RavenPack) A QuantFORUM story
- Strength in Numbers: The Rise of Crowdfunding (TABB Group, Tabb Group, Larry Tabb, Deepali Nigam) Innovations in Trading and Technology 3 Comments
- Eliminating ‘Unfairness’: Creating a Protocol for Synchronized Periodic Trading (Market Data Authority , Chris Sparrow) The Great HFT Debate 11 Comments
- AUD/USD, EUR/USD Set for Late-April Pivots as Liquidity Returns (DailyFX Team Member)
18 April 2014
- Forex: Market Activity Set for Pickup on Heavy Event Risk Next Week (DailyFX Team Member)
17 April 2014
- Automated Tiering Improves Storage ROI (Tech.Tonics, Gabriel Lowy) A QuantFORUM story
- Trade Reporting in Canada – Ready or Not (Capital Markets Advisors, George Bollenbacher) Mastering Risk 3 Comments
- The Tradeoff Between Fairness and Liquidity Is an Old Story, Part 2 (Wunsch Auction Associates LLC, Steve Wunsch) The Great HFT Debate 5 Comments
- USD/CAD & GBP/CAD Clear Resistance Ahead of Canada CPI (DailyFX Team Member)
16 April 2014
- We've Seen This Before in Tech. What Happens Next? (EidoSearch, David Allen) A QuantFORUM story
- Southeastern’s Perspective on Market Structure and High-Frequency Trading (Southeastern Asset Management) The Great HFT Debate 1 Comment
- Education Is the Answer for Combating HFT and Finding Alpha in Equity Trading (Market Data Authority , Chris Sparrow) The Great HFT Debate 7 Comments
- AUD/USD, GBP/USD Still Ripe with Potential After UK Jobs, Chinese GDP (DailyFX Team Member)
- Improving Legacy Systems: Future-Proofing Back-Office IT Architecture (TABB Group, Robert Iati) Innovations in Trading and Technology
15 April 2014
- Equity Repo Grows in Stature (Markit, Steve Baker)
- Formalizing Risk Diversification: New Opportunities in Portfolio Design for the Buy Side (Edgesense Solutions, Alex Krishtop) A QuantFORUM story
- Michael Lewis Should Have Asked Brian Reid About IEX’s Coiled Cables (Ceylon LLC, John Harris) The Great HFT Debate 33 Comments
- Copper Vulnerable As China Data Looms, Dovish Yellen To Support Gold (DailyFX Team Member)