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High Frequency Trading Review

High Frequency Trading Review's Blog

How Does Proprietary HFT Benefit Investors?

May 16, 2012 Comments (0)

An Interview with Mark Gorton
 
In this interview for the HFT Review, Mike O’Hara talks to Mark Gorton, Managing Director and Founder of Tower Research Capital LLC, a proprietary trading firm based in New York that specializes in quantitative trading and investment strategies.
 
HFTR: Mark, welcome to the HFT Review. Can we start with you telling us a little about your background?
 
MG: Sure. I originally studied electrical engineering at Yale and then later got a...

The FIX Inter-Party Latency Working Group

May 2, 2012 Comments (0)

An interview with Henry Young and Raymond Russell
 
In this interview for the HFT Review, Mike O’Hara talks to Henry Young, CEO at TS-Associates plc and Raymond Russell, CTO at Corvil, Ltd. Henry and Raymond are two of the guiding lights behind the FIX Inter-Party Latency Working Group, the group formed under the auspices of FIX Protocol Limited to develop a new set of industry standards around latency measurement.
 
HFT Review: Gentlemen, welcome to the HFT Review....

Man versus Machine, Part Two

April 11, 2012 Comments (0)

The second part of a two-part interview with Professor Dave Cliff

In this second part of a two-part interview for the High Frequency Trading Review, Mike O’Hara concludes his conversation with Professor Dave Cliff of the University of Bristol. Professor Cliff is Director of the UK Large-Scale Complex IT Systems Research Initiative, and a member of the Lead Expert Group of the UK Government’s Foresight Project on The Future of Computer Trading in Financial Markets.
 
The...

Innovation and Risk in Today’s Financial Markets

March 22, 2012 Comments (0)

An interview with Leo Melamed
 
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Leo Melamed, financial market innovator, writer, lecturer and international authority on futures markets. Mr Melamed is recognized as the founder of financial futures and is Chairman Emeritus of the CME Group, Inc.
HFT Review: Leo, welcome to the HFT Review. With such a long and distinguished career in the futures industry, you probably need no introduction to...

Running a Proprietary HFT Firm

March 14, 2012 Comments (0)

An interview with Raj Fernando and Leslie Sutphen
 
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Raj Fernando, Founder & CEO, and Leslie Sutphen, Director of Strategies and Implementation at Chopper Trading, the Chicago-based proprietary trading firm.
HFT Review: Raj, Leslie, welcome to the HFT Review. First of all can I ask you to give us a brief introduction to Chopper Trading?
Raj Fernando: We started in January of 2002. I was a...

Where is Server I/O Headed and is it Keeping Up with Compute and Storage?

March 6, 2012 Comments (0)

An Interview with Yaron Haviv of Mellanox Technologies
Sponsored by Mellanox Technologies
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Yaron Haviv, Vice President of Data Center Solutions at Mellanox Technologies (www.mellanox.com) about some of the latest technological developments impacting trading systems architectures. The company recently announced the World’s Lowest Latency for High Frequency Trading
HFT Review: Yaron, welcome to the HFT...

Beyond Latency – Utilizing Ultra Accurate Network Timing in HFT Systems

February 22, 2012 Comments (0)

An interview with Paul Rushton of Korusys
Sponsored by Korusys
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Paul Rushton, Managing Director at Korusys (www.beyondlatency.com and www.korusys.com), about delivering highly accurate timing and synchronization to High Frequency Trading systems and how that time accuracy can be realized and utilized to improve both trading performance and latency measurement.
HFTR: Paul, welcome to the HFT Review. Your...

Managed Futures Case Study – 2100 Xenon

February 14, 2012 Comments (0)

An interview with Jay R. Feuerstein & Bruce Mumford
 
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Jay R.Feuerstein and Bruce Mumford. Jay and Bruce are respectively Chief Executive Officer/Chief Investment Officer and Director of Marketing/Investor Relations at 2100 Xenon Group, a managed futures systematic hedge fund.
HFT Review: Jay, Bruce, welcome to the High Frequency Trading Review. Jay, can you start by giving me some background on 2100...

The FIA European Principal Traders Association

February 8, 2012 Comments (1)

 
An Interview with Mark Spanbroek

In this interview for the High Frequency Trading Review, Mike O’Hara talks to Mark Spanbroek, Vice-Chairman of the FIA European Principal Traders Association (EPTA) and a former partner at Getco.
HFT Review:  Mark, welcome to the High Frequency Trading Review. Can we start with you telling us about your own background?
Mark Spanbroek: Yes of course. I have been active in the business since 1986. Most of my career I traded derivatives on...

Market Evolution, Liquileaks and the Economic Benefits of Speed

January 17, 2012 Comments (0)

An Interview with Albert J. Menkveld
In this interview for the High Frequency Trading Review, Mike O’Hara talks to Albert J. Menkveld, Associate Professor of Finance at VU University Amsterdam and Research Fellow at TI-Duisenberg School of Finance, about his research into the evolution of electronic markets.
HFT Review: Albert, welcome to the HFT Review. Can you provide some background on who you are and what your work involves in relation to high frequency trading and market...