This Thursday evening, I’ll be moderating The Mankoff Company’s “After the Bell” panel discussion on News-Based Trading, at the Grange Holborn Hotel in London.
The use of unstructured news-based information in trading algorithms is a fascinating topic, and one that is gaining an increasing amount of attention among investment firms looking for new ways to capture alpha.
But the whole process of taking unstructured, language-based sources and feeding them into...

Last week, I had the honour of chairing a breakfast briefing hosted by OnX Enterprise Solutions, to discuss the results of a piece of research they recently did with a consortium of leading IT vendors, which looked at the performance of various FIX engines through a real-world, highly optimised technology stack.
The briefing was well-attended with 60+ people in the room (who can’t all have been there just for the free sausage & bacon rolls!).
David Quarrell of OnX - who I’m...

There's an interesting debate going on over at The Economist website at the moment: This House Believes that HFT Contributes to the Overall Quality of Markets.
Chief defender of the motion is Jim Overdahl, Vice-president, Securities and Finance Practice, National Economic Research Associates.
Leading the opposition is Seth Merrin, Founder and CEO, Liquidnet.
As of today (Thursday 8th March 2012), only 37% have voted in favour of the motion, with 63% against. It will be...

As the publisher of the HFT Review, some interesting opportunities come my way, including being asked to moderate industry panel sessions on HFT and algo trading-related topics.
I enjoy moderating panels at industry events because it gives me the opportunity to meet and talk with some really interesting people. Quite a few of the experts I've interviewed on this site are people I've met at such sessions.
There are two events happening in London in the next couple of days where I'll be...

I finally managed to get hold of the latest “final” draft of MiFID II (195 pages) and MiFIR (59 pages) yesterday. Various versions of these documents have been floating around the City in recent weeks, but I’m reliably informed that what I’m looking at is pretty close to the official version due to be released next week, some time between the 17th and 21st October.
One clause that’s causing much consternation in the HFT & algo trading community is an article...

Earlier this year I interviewed Dr Kay Swinburne, Conservative MEP for Wales, about the draft MiFID II legislation in Europe. If you haven’t read that interview, you can find it here: European Regulation, High Frequency Trading and the Draft MiFID Review.
This morning, I received an e-mail from the folks at WBR, who are organising the TradeTech Nordic Conference in Stockholm this November, with a press release announcing that Dr Swinburne will be providing an update on the MiFID II...