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Retired Member

Don’t be fooled by statistics

The definition of algorithmic trading under MiFID II is extremely broad, essentially capturing any functionality that determines any parameter of an order automatically. That begs the question, what o...

23 Oct 2015
Ivy Schmerken

Simplifying Complexity: Trading Complex Order Books in Options - Part 2

Primary Challenges Traders seeking an edge in multi-leg options trades are relying on technology to navigate a complex market structure. One major challenge is that there is no linkage with regards t

21 Oct 2015
Retired Member

The need to develop a holistic collateral model

Against the backdrop of the ever-increasing importance of collateral from a trading, risk and capital management perspective, holistic management of collateral is rapidly becoming a necessity. The pro...

20 Oct 2015
Retired Member

How will invest firms send transaction reports to ARMs?

The Approved Reporting Mechanism (ARM) approach used for Transaction Reporting in the UK has been unique across Europe. While MiFID I required investment firms to report equity transactions to regula...

20 Oct 2015
Retired Member

Blockchain Standards Can Fix FOMO and FUD

Introducing FOMO and FUD In venture capital parlance, FOMO and FUD are the equivalents of Calvin and Hobbes. FOMO, or the Fear of Missing Out leads angels to invest, or overinvest in ventures with lit...

18 Oct 2015
Iosif Itkin

The Next Generation of Testing Tools for Exchanges

The modern society expects quality and reliability from the modern exchange platforms. Thorough verification of exchange technology is not possible without adequate software testing tools. Understandi...

17 Oct 2015
MiFID
Ivy Schmerken

Simplifying Complexity: Trading Complex Order Books in Options Part I

The appetite for multi-leg options strategies is on the rise. But this also means capturing liquidity that is fragmented across multiple options exchanges. Complex orders or spread trades allow trader...

15 Oct 2015
Retired Member

Slippage, compliance and CMU: who pays?

I’m at a regulatory roadshow in Frankfurt today, and one of the “big numbers” that has been mentioned is the total cost of the fines that have been charged against financial institutions in different ...

14 Oct 2015
Neil Crammond

EUREKA .......EUREXA ...............EUCHEATA

The most shocking revelation of the V.W saga was that the regulators were either asleep or cheating in their duties and knew this since early 2014 . The very questioning of our regulators is now the ...

13 Oct 2015
Iosif Itkin

Innovation in Quality Assurance - What is the Impact on Trading Technology?

This post outlines some ideas on how particular changes in quality assurance might affect the trading technology. There are lots of discussions on Internet-of-Things, Cloud and Web. However, there are...

10 Oct 2015
MiFID
Keith Stanton

Old Fraud, New Techniques - Skimming has never gone away

Earlier this year, the European ATM Security Team (EAST) reported on a criminal gang that had been apprehended, who were known to use "Ghost Terminals"; a standard point of Sale (POS) termin...

09 Oct 2015
Anne Plested

MiFID II choice cuts

The overhaul of transaction reporting under MiFID II continues unabated in the latest ESMA drafts, with new obligations and data changes still being introduced. Aimed at improving the quality of data ...

08 Oct 2015