Morgan Stanley announced the launch of MS PORT a trading algorithm that allows for the implementation of multiple portfolio level instructions such as risk neutralization and cash balancing.
Using over 70 different risk metrics, MS PORT optimizes executions at the portfolio level by taking into account correlations between assets, as well as volatility and projected market impact. (more…)
Juniper Networks, the leader in high-performance networking, today announced the successful implementation of the “arrownet” project at the Tokyo Stock Exchange (TSE). (more…)
NEW YORK – (Business Wire) Selerity, a provider of real-time event data solutions for the financial services industry, today announced the launch of its ultra-low-latency platform for delivering machine-readable U.S. Corporate and Economic event data. The Selerity Platform allows investment firms to make accelerated decisions using breaking events. (more…)
Today, HSBC’s Swiss private bank said 15,000 sets of confidential client data were stolen by a former IT staffer.
The employee, Herve Falciani, tried to sell the information to Lebanese banks before fleeing to France, according to the Wall Street Journal.
RTS Realtime Systems Group, a trading solutions provider, will start implementing a new technology initiative this month aimed at enhancing the performance of its low- and ultra-low-latency offerings.
The first phase consists of upgrades to the firm’s gateway, infrastructure and application technology, which RTS said would enable clients to reduce trading latency by up to 20%. (more…)
By Constantin Cazacu
Quantitative finance is the application of complex mathematics to solve financial problems. The practice is used in mitigating and managing risk of complex financial instrument portfolios. Being able to view a problem quantitatively is the first step in solving that problem. In order to develop the proper solution, one must fully understand the problem, and its implications, at hand. The important consideration here is that aspiring quants must understand the financial services industry. (more…)
SMARTS Group, the provider of market surveillance systems has announced the completion of the installation of its leading real-time market surveillance system, SMARTS Integrity Platform at BATS Europe, following the implementation of a similar system for US-based BATS Exchange in 2009. (more…)
“Wall Street’s fastest traders have their eyes set on the newest speed–the picosecond, or one trillionth of a second. But even as trading reaches its fastest levels yet, companies with the need for speed are running into a pesky problem: the speed of light.” (more…)
By: Quantivity
Readers seeking to learn algorithmic trading often ask where to begin. As with any discipline, best approach is to get mentored by an algo trading expert. Short of that, read all the seminal works; ideally several times each. (more…)
In a few hours’ time, MEPs will vote for a tax on financial transactions. From their point of view, it ticks every box: it would punish bankers, hurt Britain, enlarge the state and, best of all, give Brussels an independent revenue stream. (more…)
Ivy Capital Ltd |Jobs in Quantitative Finance
