The Gateway to Algorithmic and Automated Trading

Automated Trader Magazine Issue 29 Q2 2013

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W e ask a lot of machines these days. It’s not enough for them to do things. We also want them to learn and to evolve. Machine-learning and genetic computing are concepts that get discussed in detail in our series on artificial intelligence. On page 14, we look at the products that are being developed and marketed, while on page 22 we talk to a number of the players in this space.

Evolution is not confined to AI systems. In Exchange Views on page 40, we investigate how the corporate bond market is adapting to a more challenging climate for trading.

And speaking of change, Automated Trader has been making a few adjustments of its own. Readers will notice that both Exchange Views and Tech’s Message have been given makeovers. Rather than focusing on one expert, each now brings together a variety of views to give a wider perspective.

In that same vein, introducing: Algopedia . Like Anatomy of an Algo (which we’ll still include occasionally), this column will dissect some of the algos on offer. But rather than looking at one algo per issue, we wanted to investigate different types. Eva Szalay kicks off the new column on page 74 with a look at liquidity-seeking algos.

What does a Peace Corps volunteer in the 1970s have to do with your latency? Find out on page 56 as Tech’s Message gets to grips with FPGAs, the acronym of choice in today’s markets.

For the last of our BRICs series, Anna Reitman reports on the trading landscape in Brazil on page 66. The regulatory picture may not be as inviting as the beaches, but people are still flocking to this fast-growing market.

Our in-depth Q&As feature a couple of well-known figures from the market. In First Person on page 10 we catch up with futures industry stalwart Chris Hehmeyer, who runs HTG. Me and My Machine on page 32 spends time with Manoj Narang of Tradeworx, who is never at a loss for words when it comes to HFT and regulation. Our academic guest in Dequantification is Leilei Shi of the University of Science and Technology of China, who tells us about his studies in volume trends on page 90.

Software Review on page 78 gets its hands dirty with historical data as the Wrecking Crew looks at Thomson Reuters tick data.

After all the hand-wringing over OTC regulation, implementation has finally begun. On page 46, we explore how derivatives regulators are coping with the long-awaited flow of swaps data. We also hear from a top official at the SEC on its experiences making sense of data.

Finally, regulation is hardly the only disruptive force in markets. On page 84, Mary-Ellen Barker explores what a new venture called Quantopian is doing to shake up the industry. 

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