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Calypso Adds Portfolio and Risk Management Functionality to Trading Platform
Calypso Technology has extended its trading and collateral optimisation platform with the integration of real-time portfolio and risk management functionality. The integration aims to support growing numbers of investment managers trading both derivatives and cash securities. The complete solution, Portfolio Workstation, builds on existing Calypso capabilities in areas such as pricing and position keeping to…
MiFID II: Rewriting the Code
Demanding regulation is transforming order and execution management systems into detail-driven trading engines The capacity of order management systems (OMSs) to support buy-side desks was challenged at the Barcelona-based Fixed Income Leaders Summit 2015 on 14 October by John Greenan, a front office systems specialist, who suggested that some providers “had not kept pace” with…
Predictive Power of Acuity Trading’s Sentiment Indicators
Undertaken by research partner Universitat Politècnica de Catalunya, and led by Professor Argimiro Arratia, author of Computational Finance: An Introductory Course with R, this research was conducted on Acuity’s eleven news – based public sentiment indices to identify which sentiment indicator or combination of indicators provided the most reliable forecast. This research was commissioned to provide tangible…
Talking Intelligent Trading with Andrew Delaney: Looking Under the Sentiment Analysis Hood
Our own sentiment analysis here at Intelligent Trading Technology is that sentiment analysis’ star is rising. A few weeks back, I chimed in on the progress this segment of our market has made as evidenced by the sophistication and enthusiasm on show by both presenters and audience members at a recent Bloomberg-hosted seminar on machine…
Smart Machines: A $10 Trillion Capacity Windfall or a $10 Trillion Jobs Deficit?
By Adam Devine, VP Product Marketing, WorkFusion Predictable, monotonous data work costs the United States, Canada and Europe over $10 trillion of human intelligence each year, and that number is growing. You know the kind of work: a data analyst sitting in front of two screens, one flashing an endless stream of unstructured content, the…
Talking Intelligent Trading with Andrew Delaney: A Symphony of Paper Tigers
Some of us were encouraged – relieved, even – to read on various non-value-added news ‘services’ (PR wires?) about the success of the Symphony trader messaging collaboration in securing financial support from Google Alphabet, the new incubator-type funding organisation supported by You Know Who. We were pleased because Google’s support clearly indicated to us that…
Talking Intelligent Trading with Andrew Delaney: The European Question
The marketplace is whirring with great minds turning their attention to what the latest ESMA rules for MiFID II actually mean. We’re not sure anyone has completely figured that out yet, but we’ll be watching closely as we’re embroiled in a number of projects that are impacted to various degrees by the latest ESMA utterances,…
Final ESMA Report on MiFID II and MiFIR Technical Standards Recommends XML and ISO 20022 for Regulatory Data Reporting
The European Securities and Markets Authority (ESMA) has published its final report on Regulatory Technical Standards (RTS) for Markets in Financial Instruments II (MiFID II) and Markets in Financial Instruments Regulation (MiFIR). The report covers many aspects of the directive and regulation, and concludes debate over market data reporting, recommending that transaction and instrument reference…
Talking Intelligent Trading with Andrew Delaney: News You(r Execution Server) Can Use
We enjoyed an electric session this week with Bloomberg on what we used to call machine-readable news. Along with our own excellent webinar on Big Data last week – where we heard from, among others, Thomson Reuters Starmine’s Adam Baron on event-driven research – the seminar at Liverpool Street’s Andaz Studio offered some fascinating insight…
A-Team Data Management Summit: Challenges and Opportunities of Regulation
Regulatory compliance deadlines in January 2016 and 2017 are a challenge for data managers, but also an opportunity to develop data management strategies that deliver business benefits. A panel session at next week’s A-Team Data Management Summit in London will debate these issues and look at how firms are getting ready to meet the deadlines….