Algorithmic Trading
14 white papers and resources
Algorithmic Trading
The end of the batch process - how streaming technology will change the world of risk
In risk management, the need for speed has never been more pressing than during the current crisis. Batch processing has been deeply embedded in the banking industry for decades now. From processing end of day batch processes in core systems (e.g. calculating interest) to sending data downstream…
Next steps for MRM in South‑east Asia
Financial institutions across South‑east Asia face challenges assessing and measuring non-financial risks (NFRs) inherent in their business models, and are therefore concerned about regulatory scrutiny, transparency and the use of models within their businesses. SAS explores how financial…
The Complete Guide to Advanced Commodity Analytics
In this whitepaper you will discover how advanced commodity analytics can improve decision making, grow revenue, decrease costs, and increase profit throughout the entire commodity management deal-to-cash cycle and across every aspect of your organisation.
Putting Data Analytics to Work in Energy Trading
This whitepaper explores some of the most exciting data analytics solutions out there. If you want to harness machine learning, plug in forecasts to your own systems, or completely overhaul your forward curve management systems, keep reading - we have a solution for you.
5 Trends Reshaping Power Markets Globally
In this paper, we will examine five of the key trends that are impacting these global markets, especially the increasing penetration of renewable energy resources.
TCA and fair execution. The metrics that the FX industry must use.
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.
Intraday Volatility Forecast For Dax, Euro Stoxx 50 and Euro-Bund
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.
Regime Forecasting using Machine Intelligence
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.
Special report: Unauthorised trading
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. Read also an interview with Neil Roth, New York-based head…