Automated Trader Updates 6th October 2011 | |
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One of the key insights to emerge from the 2011 Automated Trader Algorithmic Trading Survey is not that firms are automating more and more of the trade lifecycle, but the speed and extent to which this is happening, the asset classes it involves and the technology that's being used to make it possible. Market participants should be in no doubt that the pace of change we've witnessed over recent years will only accelerate. We'll be presenting the full results of the survey and debating the key points with our panel of experts at the London Stock Exchange on Monday 10th October, and the good news is...there's still just time to register. Given initial demand for places, the London Stock Exchange have kindly provided additional space and extended the registration deadline. The closing date for applications for places is tomorrow Friday 7th October. So, if you've not yet registered, don't miss out. Register now. If you're based in Sydney, Singapore or Hong Kong you'll be pleased to know that we'll be running similar events in each city starting with Sydney on Tuesday 18th October, Singapore on Thursday 20th October, and Hong Kong on Tuesday 25th October. Again, places are limited and demand is expected to be strong, so get your application for places in quickly. Industry news this week as Sidera Networks became the first customer for Spread's New York to Chicago flat rate service, TOM (The Order Machine) selected QuantHouse for market data feeds, Portuguese bank Espirito Santo Securities deployed Ullink's software, and BT intends to double its Latin American business over the next three years. Thomson Reuters launched its EPX enterprise platform for exchanges, Actant's SPXpm solution for C2 Options Exchange traders is ready for production, Chi-X Europe and Russell Indexes unveiled the Chi-X Europe Russell Index (CHERI™), and Swiss regulators approved Galaxy MTF as a foreign exchange. NASDAQ OMX Nordic is to introduce competitive CCP clearing in April 2012, Tbricks added auto-quoting function to Nordic Markets, Deutsche Boerse and NYSE Euronext received a Statement of Objections from the EU Competition Commission, TradingScreen, BofA Merrill Lynch, UBS, Citi and Nomura formed OpenTCA to develop standards for TCA. Renaissance Capital selected Redkite surveillance solution Redeye, FinanAlytica introduced its 'what-if tail risk and return analysis' in a new Cognity release, and RTS offered customized solutions to support new Swap Execution Facilities. Jenny Eastham Managing Editor www.automatedtrader.net Job AppointmentsAutomated Trader offers a global print and online readership rich in highly skilled market professionals - and what's more there's no charge to post your job opportunities with us, see below for some ofthe latest vacancies: CTO/Partner needed at Start-up High Frequency Prop Shop CititecUnited Kingdom very competitive/partnership/equity | Related News & Articles Galaxy MTF approved as Swiss foreign exchange October 6th, 2011 - Swiss regulator approves Galaxy as foreign exchange in Switzerland Espirito Santo Securities deploys Ullink's software October 6th, 2011 - Portuguese bank selects Ullink software Deutsche Boerse and NYSE Euronext confirm Statement of Objections October 6th, 2011 - Deutsche Boerse and NYSE Euronext confirm receipt of Statement of Objections by EU Competition Commission Reuters launches EPX platform for exchanges October 6th, 2011 - Thomson Reuters launches data platform for Exchanges (EPX) FinAnalytica releases version 4.0 of Cognity October 4th, 2011 - FinanAlytica introduces 'what-if tail risk and return analysis' in new Cognity release Spread Networks introduces Chicago to New York flat rate service October 4th, 2011 - Sidera Networks first customer for Spread's new service NASDAQ OMX Nordic to introduce competitive CCP clearing October 4th, 2011 - NASDAQ OMX targets April 2012 timeline for competitive Central Counterparty clearing in the Nordics BT to double Latin American business October 4th, 2011 - BT Latin American expansion to aid 'multilatinas' - recruitment of 250 staff, creation of three new centres of excellence Renaissance Capital selects Redkite surveillance solution Redeye October 4th, 2011 - Redkite introduces insider trading detection logic to Russian markets Over 70% of market participants indicate their trading strategies are latency dependent October 4th, 2011 - Complete survey findings to be presented on 10th October at the LSE, closing date for applications for places is this Wednesday 5th October TradingScreen, BofA Merrill Lynch, UBS, Citi and Nomura form OpenTCA October 3rd, 2011 - OpenTCA formed to set guidelines, highlight issues, and collect buy-side feedback on Transaction Cost Analysis RTS offers customized solutions to support new SEFs October 3rd, 2011 - RTS offers services to support new Swap Execution Facilities as Dodd-Frank Act fosters centrally cleared swaps Chi-X Europe & Russell Indexes introduce new European indices October 3rd, 2011 - Chi-X Europe and Russell Indexes unveil the Chi-X Europe Russell Index (CHERI™) TOM selects QuantHouse for real-time market data feeds October 3rd, 2011 - TOM (The Order Machine) selects QuantHouse to power SOR solution |
Hedge 20111-3 November 2011Guoman Tower, London Now in its 10th year Hedge is the Hedge Fund Conference bringing together fund advisors with over $6 trillion of allocations to provide insight into the opportunities of 2012 and beyond.
Download the brochure here: http://www.terrapinn.com/ The Hedge 2011 focus:
TradeTech Nordic8 November 2011Grand Hotel Stockholm TradeTech Nordic 2011 The launch event of TradeTech Nordic last year proved to be the biggest equity trading event ever that took place in the Nordics and for this reason the event is returning for a second year. TradeTech Nordic will cover the complete Nordic equity trading spectrum, giving delegates the opportunity to gain in-depth solutions, knowledge and advice from industry experts. Leading Nordic buy side Heads of Trading and C-level representatives from investment banks, exchanges and MTFs will be there, will you? The agenda for this year is set to discuss the common issues surrounding equity trading professionals in the Nordic region, such as:
Algorithmic & High Frequency Trading - 2 day seminarOctober 26th & 27thMexico City RiskMathics is pleased to present the "Algorithmic and High Frequency Trading" seminar, which will be participated in by leading market practitioners and members of academia. Currently the use of Automated/Black-Box trading in combination with High Frequency Trading is the most important trend in the financial industry world-wide. Direct access to the markets and the ability to send burst orders in milliseconds has been a fundamental factor in the exponential growth in the number of transactions that we have seen in recent years. This has led all those involved in the industry to rethink the role they will play in meeting the future needs of the buy side and the sell side. Objective One of the primary objectives of this seminar is to provide through leading authorities in the global financial sector the essential components of Algorithmic Trading, High Frequency Trading, Electronic Trading, and Order Routing as well as to show participants the performance and critical success factors involved. The seminar will explore the current Trading landscape, where the industry is heading, and how intermediaries can remain competitive. It will present the technological components of Electronic Algorithms and Routing Orders; the benefits, impact and implementation of these components. The program also explores Back Testing and Risk Management controls and will also cover the technological infrastructure necessary to implement an electronic trading operation, and the minimum requirements necessary to support the operation of customers using Algorithmic Trading. The seminar will also address in detail the roles of API, FIX, STP, DMA, OMS and EMS in Algorithmic Trading and Order Routing. Who should attend? All those directly or indirectly involved in areas of Operation, Regulation, Technology, Research, Development of Stock Exchanges, Brokers, Brokerage Houses, Banks, Institutional Investors (Pension Funds, Mutual Funds, Insurance, etc.), Hedge Funds and Independent Investors. |
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