In February this year, Deutsche Bank executed the first electronic CDS trades in full compliance with Dodd-Frank. In so doing, the USD582trillion (notional value) OTC market enjoyed its first taste of transparency. The trades were executed using Autobahn, an electronic
ABC Quant has released Quant Suite 2009, an analytic platform offering solutions for hedge fund risk assessment and portfolio construction. Quant Suite applications cover the broad range of aspects of hedge fund risk management and asset allocation including: • Risk-return valuation
Equinox Fund Management has added the commodity trading advisor, or CTA Program, Berkeley Quantitative Trading Company – Performance Program, LLC (BQ) to the investments held by the subsidiary of MutualHedge Frontier Legends Fund. MutualHedge is a mutual fund providing investors
The Tokyo Stock Exchange’s Topix futures will be listed on the NYSE Liffe market from summer 2010. The Topix index futures contract is the benchmark Japanese stock price index already traded on the TSE. Topix futures are actively traded by
State Street Global Markets has joined CME Group for clearing of over-the-counter interest rate swaps, effective 24 August 2012. The Dodd-Frank Act in the US and similar measures in Europe mandate centralised trading and clearing to increase transparency and help
The testing of technology infrastructure relied upon by financial services firms to carry out their day-to-day operations is insufficient to protect against failure. That’s according to a survey undertaken by SunGard Consulting Services. The smooth implementation of upgrades or
European Commodity Clearing (ECC) has held the first meeting of its newly established risk committee. The establishment of the committee represents a significant step towards putting clearing houses in the framework of the current clearing and financial market regulation (EMIR
Linedata has launched Linedata Global Hedge, a platform supporting the full investment lifecycle for hedge funds and alternative investment managers. Linedata Global Hedge covers trading and order management, through portfolio, risk and compliance management and middle office to investor accounting
The Newedge Commodity Trading Index finished August up 0.92 per cent, completing a recent run of three consecutive positive months. Over the same period, the CTA and CTA Trend-Sub Indices finished down 1.68 per cent and 1.87 per cent respectively.
Bloomberg has announced access to its US equity pool as part of a new service called Bloomberg Pool, or BPool. Developed in conjunction with BIDS Trading, BPool enables traders to interact with liquidity present on Bloomberg’s equities trading platforms and
