The reasons HFT is shifting asset classes may surprise you

Posted by Larry Neumann on Feb 17, 2012

At Solace, the shift to electronic trading has been at the core of our business in capital markets for many years. We’ve seen a variety of recurring use cases that are now mainstream, specifically for equities. For example: Buy-side firms engaging in high-frequency trading (HFT), either onsite or at a co-location facility. Sell-side firms offering smart order routing or internal order...
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Filed under Capital Markets, High Frequency Trading
Tagged with asset classes, bonds, commodities, derivatives, dodd-frank, electronic trading, equities, fixed income, FX, High frequency trading, NBBO, Reg NMS, regulation, risk management, securities

Spotlight on Risk Management

Posted by Larry Neumann on Jan 23, 2009

There is a good story Advanced Trading this week about the challenges of applying yesterday’s risk management solutions to today’s market requirements. The whole article is a good read, but you can cut to the chase and just read the summary: There are three specific data pitfalls that can obscure risk analysis at the portfolio manager and risk officer levels, according to Adam...
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Filed under Capital Markets, Financial Services, Information Providers, Messaging
Tagged with low-latency, real time, risk management