Algorithmic Trading Archive

October 21, 2010

ITG launches Active algorithm for Brazilian equities

Agency broker and financial technology firm ITG has launched its proprietary Active algorithm for Brazilian equities. read more>

October 20, 2010

Toronto roundtrip times tumble for US traders

Trading communications firm IPC Systems has created a new sub-10-millisecond trade route between New York, New Jersey and Toronto, designed to provide trading firms with low-latency access to multiple liquidity venues and exchanges. read more>

October 20, 2010

Index arbitrage gaining momentum in Asia

Index arbitrage gaining momentum in Asia

Rising index arbitrage activity in Asia will add liquidity to the region's equity markets and create a healthy environment for the cross-listing of indexes between bourses, market participants say. read more>

October 19, 2010

Mixed signals on 6 May

Mixed signals on 6 May

Despite an official report into the market crash of 6 May, its causes are still being hotly debated by US market participants. A crucial part of the puzzle is a large sell trade of E-mini futures contracts by buy-side firm Waddell and Reed. read more>

October 18, 2010

Competition snowballs in Nordic market

Danske Bank and Swedbank have unveiled enhancements to their electronic trading capabilities, reflecting increased competition for algorithmic trading flow in the Nordic region. read more>

October 14, 2010

ITG launches PWP-based algo

ITG, an agency broker and financial technology firm, has released a new algorithm which it claims will complement existing VWAP and implementation shortfall benchmarks by offering a better picture of trader performance. read more>

October 12, 2010

SocGen extends electronic trading offering to Indonesia

French investment bank Société Générale has added algorithms and direct market access for Indonesia to its Quantitative Electronic Services product suite. read more>

October 11, 2010

The cost of cancellation

In the US, concerns that high-frequency trading is damaging the 'fair and orderly market' that the Securities and Exchanges Commission is pledged to maintain have risen steadily since February 2009. read more>

October 08, 2010

Cheuvreux launches algos as Turkey permits cancels

French agency brokerage CA Cheuvreux has reacted to rule changes at the Istanbul Stock Exchange by introducing its range of algorithmic trading products to the Turkish market. read more>

October 07, 2010

Pragma unleashes second generation of aggressive algos

US-based technology provider Pragma Securities has developed two new aggressive liquidity sourcing algorithms, Capture 2.0 and Bullseye, which are designed to capture more liquidity with less market impact than the previous generation of trading tools. read more>