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Systematic Trading 2013
Systematic Trading 2013

Mon, 04/03/2013 - 12:16

The latest technology tools from IT companies, banks, exchanges and data suppliers are helping systematic and high frequency traders find extra capacity.

The 'Systematic Trading 2013' special report comprises 5 separate articles listed below, these can be read individually or as a sequence.

Henk D'Hoore, head of product, EMEA

Improved risk controls can give systematic trading firms and HFTs greater trading capacity

Mon, 04/03/2013 - 12:26

By James Williams – Technology vendors are constantly looking for ways to support increased activity in systematic trading. Trading firms, of which high frequency traders (HFTs) are but a sub-sect, are applying high precision engineering to shave millionths of a second off their latency profile. »

Charles Susi, global co-head of direct execution, New York

UBS Quant HQ

Mon, 04/03/2013 - 12:33

Interview with Charlie Susi & Gerry Polizzi – UBS Quant HQ was launched last year as a global joint venture between UBS Direct Execution Services and UBS Prime Services. They’ve combined the firm’s human insight and expertise with innovative technology to provide quantitative traders with tailored access to the wide range of UBS Global Investment Services. The depth of the UBS Quant HQ product offering not only includes execution and clearing, but also global technology infrastructure and solutions, commission sharing agreements, quant research and a market leading capital introduction business. »

Wolfgang Eholzer, Head of Trading System Design for Eurex

New trading architecture improves data capacity

Mon, 04/03/2013 - 12:40

Interview with Wolfgang Eholzer – “One of our core beliefs is that we should offer at least two ways of hooking up to our system,” says Wolfgang Eholzer (pictured), Head of Trading System Design for Eurex. »

Barney Dalton, Aspect Capital

If you’re driving a Porsche on the Autobahn, make sure you’ve got the right brakes

Mon, 04/03/2013 - 12:46

By James Williams – Last year witnessed an anticipated record high in quantitative (algorithmic) fund launches. As reported by the Financial Times recently, citing data provider Preqin, some 187 “quant” funds launched in 2011. Through the first six months of 2012, that number had already reached 95; the final figure is not yet known as its data normally has a six-month lag but Preqin’s Head of Hedge Funds, Amy Bensted was quoted as saying “We expect 2012 numbers to exceed those of 2011”. »

Rob Lane, European Business Manager, Trading Solutions, at Interactive Data

Systematic traders can test the efficacy of new strategies

Mon, 04/03/2013 - 13:00

Interview with Rob Lane – “Our proposition revolves around market data and trading infrastructure. We can supply market data via consolidated or direct feed. How firms actually receive the content depends on the trading infrastructure,” explains Rob Lane (pictured), European Business Manager, Trading Solutions, at Interactive Data. »


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