17 Jan 2012 - In this exclusive interview with Albert J. Menkveld, Associate Professor of Finance at VU University Amsterdam and Research Fellow at TI-Duisenberg School of Finance, he discusses:

- his latest research into electronic trading and market structure
- the relationship between the growth of new markets and high frequency trading
- "liquileaks" and disaster liquidity
- the economic value of ever more granular speed increases
- market surveillance technologies and compliance skill sets

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11 Jan 2012 - In this exclusive interview with Nicolas Bertrand, Head of Equity and Derivatives Markets at the London Stock Exchange Group, he discusses:

- how the London Stock Exchange Group is adapting to cater for an increasingly diverse client base
- the impact of HFT on liquidity in the European markets
- upcoming regulations in Europe
- how the exchange landscape is evolving with recent and ongoing mergers
- the co-location debate
- how important really is speed to an exchange?

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1 Dec 2011 - Our latest exclusive interview is with Professor Dave Cliff, Director of the UK Large-Scale Complex IT Systems Research Initiative at the University of Bristol and a member of the Lead Expert Group of the UK Government’s Foresight Project on The Future of Computer Trading in Financial Markets.

In this first part of a two-part interview, Professor Cliff provides some fascinating background on the growth of computer-based trading and the use of artificial intelligence and machine learning in financial trading systems. He also discusses what can and can't be automated today and explores how humans and machines might interact in the financial markets of the future.

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22 Nov 2011 - In this sponsored interview with Charles Barry, PhD and Senior Director of Engineering at Juniper Networks, he discusses why recent advances in network timing and clock synchronization are of increasing importance in the world of computer-based trading. He addresses:

- Why network timing and synchronization matters to the HFT community
- Key issues and challenges around synchronisation of network elements
- Pros and cons of different approaches
- How accurately can clocks be synchronized?
- What can trading venues do to ensure they follow latest best practices?

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14 Nov 2011 - Our latest exclusive interview is with Thomas Chippas, Managing Director and Head of Quantitative Prime Services for Barclays Capital. In this interview, Thomas discusses:

- High frequency versus quantitative or systemic trading
- Is there too much focus on speed and latency?
- Innovation in the exchange and market centre space
- Relative merits of using FPGAs for market data versus order execution
- Relationships between technology and market stability
- How the changing regulatory landscape is impacting commercial models

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