Opinions
(Morgan Stanley, Graeme Burnett)
Tick-to-trade time can feasibly be sub 5 microseconds, and for FPGA-based trading algorithms, sub 1 microsecond is achievable for simplistic strategies. Human reaction time is around 200 milliseconds from visual stimulus to physical reaction, so theoretically at least, an algorithm could trade 200,000 times before a trader could start to react, which
Continue...(Christian Voigt)
On October 30, the CFTC’s Sub-Committee on Automated and High Frequency Trading Working Group 1 presented its definition of HFT to the CFTC Technology Advisory Committee. This is very interesting, as the European Parliament already published its version on 26th October. Let’s compare notes across the pond. Both approaches define
Continue...(Software AG, Theo Hildyard)
In the past, we’ve taken a consistent position on the need for greater control and diligence in automated trading whilst urging caution on the seemingly unstoppable HFT witch-hunt. A balanced argument requires us to face the potential dangers of HFT, but better to gather evidence first and cast judgement second.
Continue...(Etrali Trading Solutions, Sebastien Jaouen)
With the recent introduction of recording for voice and SMS on mobile phones for trading activities in the UK, many technologists were raising the issue of “Big Data” as additional voice recording requirements contribute to the growing repository of data being held by their firms to meet with regulator requirements.
Continue...(Bloomberg, Larry Tabb)
The financial market industry doesn’t sell socks, computers or dishwashers. Instead, we sell the intangible: hope, dreams and fear. Working as we do in an industry focused on the intangible, we quantify our goals, progress and risks with data – in fact, lots of it, surrounding ourselves at times with
Continue...More Opinions
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Domo Arigato, Mr. Roboto: The Rise of Quant-Driven Investing
(ConvergEx Group , Nicholas Colas)
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The Role of Speed
(Alphacution Research Conservatory, Paul Rowady)
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Predictions Gone Wrong
(Integral Development Corp., Harpal Sandhu)
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Bringing Order to Machine-Led Chaos
(Software AG, Theo Hildyard)
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Scooping FX Bubbles Out of a Boiling Pot
(Software AG, Ben Ernest-Jones)
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Turning Metals into a Goldmine
(Software AG, Ben Ernest-Jones)
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Repeat After Me: Data Is Revenue
(Alphacution Research Conservatory, Paul Rowady)
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Is FX Hot? The Marketplace Says Yes
(PropelGrowth, Candyce Edelen)
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Déjà Vu All Over Again?
(ULLINK, Richard Bentley)
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Therapy for Toxic FX Order Flow
(Dan Hubscher)
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Building an FX Business: It Doesn’t Take Long
(Integral Development Corp., Harpal Sandhu)
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How to Make Big Data Consumable
(Alphacution Research Conservatory, Paul Rowady)
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Grains of Sand: Boosting OTC Derivatives Transparency
(Alphacution Research Conservatory, Paul Rowady)