This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.
With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see.
The capacity to forecast volatility – a key input for trading algorithms and risk methodologies – is enormously valuable for traders. November sees Deutsche Börse launch a new analytic that forecasts the direction and magnitude of volatility.
This white paper looks into why it is important to understand market regimes, and the current approaches firms take in understanding these regimes. It goes further by discussing the different ways in which machine intelligence can provide solutions in creating strategies.
Download this special report from Operational Risk & Regulation to find out why the risk of unauthorised trading grows from cultural and control problems and what can be learned from UBS’s $2.3 billion rogue trading loss uncovered in 2011. …
This is the survival guide for trading in a world where high-frequency trading predominates in markets, accounting for upwards of 60% of trading in equities and futures, and 40% in foreign exchange.
Stinson Gibner brings two decades’ worth of experience to Commodity Investing and Trading and discusses all aspects of the commodity markets, from fundamentals to how best to invest and trade in them.
Today’s trading operations face the challenge of maintaining software platforms that supports a constantly evolving business. To keep up with the pace of change, these organisations are demanding more and more of their trading platforms.
This white paper looks at managing securities trading data based on a robust process and technology infrastructure. It studies real-time analytics and Complex Event Processing (CEP) and the roles they play in the management of diverse data sets.