Visit North America’s leading trading showcase for FREE! Do you need to stay up to date with the latest trading technology developments? Do you need to learn how to optimize your trading strategy? Then register now for The Trading Show Chicago… for free! > Register for the exhibition now for FREE! The Trading Show Chicago is North America’s leading trading showcase, dedicated to covering all trading related issues. It provides the ideal environment...

Brian Taylor, Managing Director at BTA Consulting, kindly provided this whitepaper on ‘Market surveillance: A new paradigm for market surveillance services.’ The paper states that "today, market surveillance is predominantly focused on the public markets, with OTC trading largely overseen by regulators." With several recent legislative changes, including Dodd Frank, requiring some form of surveillance, "the requirement for services will grow significantly – by asset...

Matthew Shapiro, President at MWS Capital, kindly provided this whitepaper on ’7 Secrets for Investment Success.’ In the paper, Matthew outlines what he sees as the key factors to consider when investing: Optimism Quality Diversification Fixed income US centricity Investments for prudence and permanence Fashioning your portfolio with interest and focus To learn why he thinks these factors are key, and how they impact your investment portfolio, download the whitepaper now....

Attilio Meucci, Chief Risk Officer at Kepos Capital, kindly provided these whitepapers on copulas. In the first paper, ‘A New Breed of Copulas for Risk and Portfolio Management,’ they introduce the copula-marginal algorithm (CMA), a commercially viable technique to generate and manipulate a much wider variety of copulas than those commonly used by practitioners. Download this paper here. CMA consists of two steps: separation, to decompose arbitrary joint distributions into their...

Quantitative and fundamental analyses were thought to be mutually exclusive. However, now there is a new strategy gradually emerging and it’s name is “Quantamental”. A few days ago, Morgan Stanley’s equity strategy team published their list of five most favored and five least favored growth stocks based on their "quantamental" model. Team leader Adam Parker explains that when a Morgan Stanley analyst has fundamental conviction on a stock and our quantitative models agree, the...

NAG is an associate sponsor of the upcoming Trading Show Chicago. Dr. Jeremy Walton, Senior Technical Consultant at NAG, will be presenting an on-floor seminar for all exhibition visitors on the topic, ‘Optimizing solutions for large-scale constrained problems.’ The presentation will include an overview of time-tested solutions/remedies for achieving high performance results by leveraging high precision numerical software. Jeremy will also provide a view of the rapidly changing landscape for...

UBS makes it possible for clients to design their own customized trading algorithms   Read the original article   In an effort to improve results, UBS AG intends on making it possible for its clients to create their own trading algorithms using Apple’s iPad. Now, customers will be able to use their own device to design a trading algorithm that can help them specify the strategy they wish to use.   Traders can use pieces of already-designed algorithms and then change bits...

Nasdaq OMX Group announced last month that it plans to open its 3rd options exchange to further complement the stock derivatives market. Nasdaq considers this new platform a necessary addition to its floor-based Nasaq OMX PHLX and the fully electronic Nasdaq Options Market. Its two existing options exchanges were home to more than one-quarter of all U.S. options trading in March. Currently the new venue is pending regulatory approval and can be launched as soon as June. Besides Nasdaq, NYSE...

Traditionally, high frequency traders seeking the fastest connections between markets have looked to fiber-optic networks. It’s been a largely successful endeavour. Latency between the markets of Chicago and New York has been cut as low as 13.3 milliseconds. But now, microwave radio technology is the uprising new star in the low-latency arena because traders are looking into wireless connectivity to cut extra milliseconds. The pivotal focus is still to develop route between New York (the stock...

Hong Kong Exchanges and Clearing Ltd. (HKEx), together with 3 other global exchanges (CME Group, NYSE Euronext and InterContinental Exchange), are in the final bidding for the 135-year old London Metal Exchange (LME). The growing role of Asia, especially China, might turn out to be crucial in this bidding. Earlier this month, LME indicated that it’s considering offering traders the chance to settle its contracts in the Chinese Renminbi, because now China is the dominant force in the market,...