Algorithmic Trading Archive

November 11, 2011

Traders change tack amid currency crisis and debt dilemmas

Traders change tack amid currency crisis and debt dilemmas

Currency concerns and European debt woes are forcing buy-side traders to rethink their execution strategies as market behaviour becomes unpredictable and historical trends become a less reliable guide. read more>

November 01, 2011

New SocGen algo targets mispriced stocks

Société Générale has launched a new relative value algorithm that gives the buy-side the ability to manage their level of trading aggression when a stock appears mispriced compared to its underlying index. read more>

October 31, 2011

HFT makes inroads to Brazil and Mexico

Brazil is poised to lead Latin America in a high-frequency trading revolution, while Mexico is not far behind, according to a US research group. read more>

October 27, 2011

Buy-side favours aggression during volatile periods – CS AES

New analysis of trading tactics during the extreme volatility that rocked European markets in August shows that buy-side firms shunned patient opportunistic trading strategies. read more>

October 19, 2011

ConvergEx Group releases portfolio trading algorithm

ConvergEx Group, a US-based trading technology firm, has launched Spectrum, a new algorithm designed to give portfolio traders the benefits of executing in the dark, while allowing them to maintain their required cash and sector balances. read more>

October 17, 2011

BAML seeks to capitalise on listed derivatives growth

Bank of America Merrill Lynch has launched two new algorithmic strategies for futures as it seeks to capitalise on growing listed derivatives volumes and a new regulatory environment. read more>

October 10, 2011

ITG unveils algos for index futures

Agency broker and trading technology provider ITG has launched a new series of algorithms for futures trading in an effort to expand its multi-asset class offering. read more>

September 29, 2011

BAML introduces Instinct as flagship algo strategy

Bank of America Merrill Lynch (BAML) has launched its flagship algorithmic trading strategy, Instinct – an implementation shortfall algo that uses real-time signals and a quantitative model to calculate order tradability. read more>

September 20, 2011

ITG expands algo offering to Mexico

Agency broker ITG has adapted its series of algorithms for Mexico, including its Active algorithm, which has been customised for the local market. read more>

September 20, 2011

OptionsCity builds customisable algo trading platform

US trading technology company OptionsCity Software has released a platform that allows users to customise algorithms for trading and market analysis, drawing on risk monitoring and relevant historical comparisons. read more>