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Opinions
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Voice Trading in Derivatives Is Not Dead: Long Live the Squawk Box! August 19, 2010 | Sweeping financial reform of the OTC derivative market targets aspects of voice trading, however today’s traders rely on voice solutions more than ever. |
Accelerating At-Trade TCA
August 11, 2010 | The explosion in high-frequency trading underscores the need for tools to enhance execution strategy at the point of trade.
Has High-Speed Trading Cost Buy and Hold Institutional Investors Control of Their Orders?
August 10, 2010 | We argue that the equity market goal of raising capital for corporations has been lost. Now a modern casino mentality and microsecond holding periods are undermining investor confidence and severely eroding the purpose of markets.
Measuring Liquidity: A Challenge in OTC Markets
August 04, 2010 | The credit crisis has demonstrated the need for a new generation of market-based liquidity measures in OTC instruments, according to David Austin and Gavan Nolan at Markit, who contend the focus should be on indicators of 'prospective liquidity.'
Dodd-Frank Legislation: How the Law Might Really Impact the Capital Markets
July 28, 2010 | While opinions vary, Matthew Samelson and Sean Owens of Woodbine Assoc. weigh in on the Dodd-Frank law and its impact on systemic risk, derivatives, proprietary trading, fixed income and liquidity.
The New Financial Data Network: Speeding Towards More Profitable Trading
July 22, 2010 | With firms competing for low latency routes to preferred liquidity destinations at exchanges housed within Manhattan and New Jersey data centers, choosing the network provider is critical. John Macario of Optimum Lightpath discusses the criteria to consider.
The Volcker Rule Ban on Proprietary Trading: A Practical Approach to Implementation
July 14, 2010 | Instead of attempting to trace speculative risk-taking to particular strategies, traders, or positions, Woodbine Assoc. Director Fixed Income/Derivatives Sean Owens proposes that regulators focus on book or portfolio-level market risk using a Value-at-Risk (VAR) or unit of risk measurement.
The Short Side Fueled Liquidity in BP's Stock During Market Stress
July 13, 2010 | Short sellers covered trades of about 20 million shares worth of BP stock in the weeks after the oil rig explosion, providing helpful buying pressure and price support while so many other investors were selling.
More
Colocation and Liquidity Provisioning: An Uneven Playing Field
Speed and Market Efficiency: Competition Over Mandate?
Take Heed The Lessons From The 1962 Flash Crash
It's A Rich Man's World
New Stock Regulations: Market Killer Or Savior?
Breaking Down the Market Meltdown
Tabb: HFT, Fat Fingers and Market Insanity
Woodbine's Samelson: Trading Mistakes, They Happen
Have Dark Pools Lost Their Innovative Touch?
Financial Reform: A Colossal Failure of Leadership
The Ethics of High-Frequency Trading
Reform in the Capital Markets: How We Would Do It.
Is Your Network Aligned With Trading Opportunities?
Global Parallels Prime Canadian Traders to Find Alpha
SEC Concept Release: Make Your Position Known
An Order Cancellation Tax on HFT Would Curtail Deceptive Quoting
The Problematic Nature of New Short Selling Restrictions
The Marriage of Compliance and Risk
SEC Risk Proposal: A Fair Start But Lacking Specifics
Panic or Profits? BCP and Trading
SEC and Technology Can Reduce Naked Access Risk
Prop Trading Ban Proposal: Desirability vs. Practicality
Obama Proposes Measures to Restrict Size and Activity of Major Banks
Potential and Unintended Consequences of the Financial Transaction Tax
HFT Firms Not Better or Worse, Just Different
The Challenges of OTC Derivatives Market Reform (Video)
Options: The Line Between Institutional and Retail Trading
Early Thoughts On SEC Dark Pool Regulation
Higher Frequency, Lower Risk
'Exchange-Traded' Does Not Equal 'Risk-Free'
Demonizing the Dark
Sweeping Re-Evaluation of Market Structure Necessary
Electronic Trading Today: New Requirements for an Increasingly Complex Global Marketplace
What Ails Us About High Frequency Trading?
HFT is Fair Game
Transparency: The Rx for What Ails Market Structure
High Frequency Trading and the Evolution of Liquidity in US Equity Markets
Defining High Frequency Trading and its Market Impact
Aite Group Comments on Potential Flash Order Ban
The Misconceptions Around Flash Orders
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