Tag: algorithmic trading

Swedish agency broker Neonet has added a new liquidity-seeking algorithm to its suite of products.

Market surveillance FinTech specialist Ancoa has secured its latest client in wealth manager and prime broker Linear Investments.

For the first time in five years, the volumes of trades executed using algorithms has declined for the buy-side, according to research from TABB Group.

Traders should expect up to 40 algorithms on the market to trade fixed income, and foreign exchange by the time the Markets In Financial Instruments Directive II (MIFID II) takes effect in 2017, according to research from EY.

Fixed income and futures algo specialist Quantitative Brokers has integrated its algorithms and DMA tools into REDI’s execution management platform.

Hedge fund manager Andrew Ward is one man with two jobs. He is both trader and portfolio manager for an Australian-based market neutral strategy. He describes his trading style from the long and the short side.

The double caps on dark pool trading, set to be introduced as part of MiFID II, may not function, MEP Marcus Ferber has admitted.

Regulators investigating latency and the manipulation of smart order routers are unlikely to ever prevent widespread manipulation, a prop-trading fund manager has warned.

Measuring and responding to toxicity in liquidity pools is an issue that has been rising up the agenda for the buy-side following increased regulatory pressure. John Bakie reports...