An Interview with Sam Tyfield
 

Anyone trying to keep up with the regulatory landscape in Europe, from a financial trading perspective has their work cut out. It literally is changing on a weekly basis at the moment. There are various flavours of Financial Transaction Tax; the recently past German HFT Act; MiFID II and MiFIR; the new Market Abuse Regulations; and more.
 
In this interview, HFT legal expert Sam Tyfield, Partner at Vedder Price, takes us through the latest...

An Interview with John Lowrey

In this interview, we talk to Capital Markets veteran John Lowrey, Global Head of Electronic Trading and DMA Services at Marex Spectron who, during a long and illustrious career in the City, has held senior positions at Goldman Sachs, Knight Securities, Lehman Brothers, Nomura and Chi-X.
 
A true pioneer of electronic trading infrastructure and services, John shares his thoughts on a wide range of topics, including how and why markets are...

An Interview with Remco Lenterman
 
Since starting HFT Review three years ago, we’ve seen the debate about high frequency trading become in some circles more politicized and more strident, and in others (thankfully) more informed.
 
In this interview, we speak with Remco Lenterman, Managing Director of IMC Financial Markets and Chairman of the FIA European Principal Traders Association (EPTA), who discusses how and why attitudes to HFT are changing, particularly amongst...

 
By Mike O’Hara
4th March 2013
 
The nature of the high frequency trading business is that HFT firms generally like to target “low hanging fruit”. They spot an opportunity and - using their models and technology - proceed to pick it, quickly and efficiently.
 
This works well for a while, but what happens when - as is increasingly the case in the European and US markets - all the low-hanging fruit has been picked?
 
Firms are faced with a...

 
By Ricky Treadwell
 

J. Doyne Farmer is an American physicist and entrepreneur, with interests in chaos theory, complexity and econophysics. He is currrently a Professor of Mathematics at Oxford University. His illustrious career has involved finding a method to beat the casino at roulette as well as conducting the early research for what later became known as chaos theory.
 
His main interest in recent years has been developing quantitative theories for social...

An Interview with Professor Alex Preda
By Mike O’Hara and Ricky Treadwell, 24th January 2013
 

The ‘rise of the machine’ is a phenomenon frequently hyped up in the financial media. It stirs up luddite-esque emotion from many investors and brings about a fear of the unknown. There is however hope for humans. Professor Alex Preda talks to HFT Review about the revival of Man in the battle against the bots.
 
This interview covers Alex’s ground-breaking...

 
By Ricky Treadwell
 

Filmmaker Marije Meerman (left) is the creator of popular documentaries such as 'Quants: The Alchemists of Wall Street', 'China Prep' and 'I Wanna Be Boss'. Films that have the common theme of making complex, and usually dry topics in the world of business and finance, compelling and easy to understand. In her latest film 'Money and Speed: Inside the Black Box' she continues this format, talking of High Frequency Trading and the ‘Flash Crash’ of...

In this interview for HFT Review, we talk to Edgar Perez, author of The Speed Traders.
 
As one of the HFT industry's most well-connected individuals, who is a frequent speaker at industry conferences and who is regularly invited to discuss the topic on media channels around the world, Edgar is well-placed to deliver his views on the changing nature of high frequency trading in todays markets.
 
HFT Review: Edgar, welcome to HFT Review. To start with, what is your own...

This is final article in our six-part series looking at the usage of FPGAs and other types of hardware acceleration in the financial trading ecosystem.

To round off this series, we asked the same question to ten experts from vendor firms that specialise in FPGA technology deployed in financial markets: “Where do you see the future of FPGA and hardware acceleration in financial trading?”
The answers that came back were revelatory. As well as some common themes, such as OpenCL...

Earlier today, Capital Markets Cooperative Research Centre (CMCRC), the Australian independent academic centre for capital market research, announced the release of a report commissioned by the UK Government as part of the Foresight Project.
Authored by Professor Alex Frino (CMCRC's CEO), using a number of mathematical models for market abuse, and based on five years' worth of data from the London Stock Exchange and Euronext Paris, the report discovered no direct correlation between high...