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 July 07, 2010
Speed and Market Efficiency: Competition Over Mandate? June 29, 2010
Take Heed The Lessons From The 1962 Flash Crash June 21, 2010
It's A Rich Man's World June 14, 2010
New Stock Regulations: Market Killer Or Savior? June 07, 2010
Breaking Down the Market Meltdown May 07, 2010
Tabb: HFT, Fat Fingers and Market Insanity May 07, 2010
Woodbine's Samelson: Trading Mistakes, They Happen May 07, 2010
Have Dark Pools Lost Their Innovative Touch? May 06, 2010
Financial Reform: A Colossal Failure of Leadership April 29, 2010
The Ethics of High-Frequency Trading April 15, 2010
Reform in the Capital Markets: How We Would Do It. April 13, 2010
Is Your Network Aligned With Trading Opportunities? April 05, 2010
Global Parallels Prime Canadian Traders to Find Alpha March 23, 2010
SEC Concept Release: Make Your Position Known March 16, 2010
An Order Cancellation Tax on HFT Would Curtail Deceptive Quoting March 04, 2010
The Problematic Nature of New Short Selling Restrictions March 02, 2010
The Marriage of Compliance and Risk February 25, 2010
SEC Risk Proposal: A Fair Start But Lacking Specifics February 22, 2010
Panic or Profits? BCP and Trading February 03, 2010
SEC and Technology Can Reduce Naked Access Risk February 02, 2010
Prop Trading Ban Proposal: Desirability vs. Practicality January 28, 2010
Obama Proposes Measures to Restrict Size and Activity of Major Banks January 25, 2010
Potential and Unintended Consequences of the Financial Transaction Tax December 21, 2009
HFT Firms Not Better or Worse, Just Different December 01, 2009
The Challenges of OTC Derivatives Market Reform (Video) November 23, 2009
Options: The Line Between Institutional and Retail Trading November 13, 2009
Early Thoughts On SEC Dark Pool Regulation October 30, 2009
Higher Frequency, Lower Risk October 28, 2009
'Exchange-Traded' Does Not Equal 'Risk-Free' October 27, 2009
Demonizing the Dark October 21, 2009
Sweeping Re-Evaluation of Market Structure Necessary October 15, 2009
Electronic Trading Today: New Requirements for an Increasingly Complex Global Marketplace October 07, 2009
What Ails Us About High Frequency Trading? September 30, 2009
HFT is Fair Game September 15, 2009
Transparency: The Rx for What Ails Market Structure September 03, 2009
High Frequency Trading and the Evolution of Liquidity in US Equity Markets August 25, 2009
Defining High Frequency Trading and its Market Impact August 17, 2009
Aite Group Comments on Potential Flash Order Ban August 05, 2009
The Misconceptions Around Flash Orders July 30, 2009