Opinions
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November 13, 2009 | The sophisticated institutional money has finally caught on to what many retail investors have known for years--mainly, that options can provide excellent opportunities to hedge portfolio risk, enhance potential portfolio returns and help enable more prudent use of capital. |
Early Thoughts On SEC Dark Pool Regulation
October 30, 2009 | The SEC put forth a series of proposals it believes will enhance transparency, reduce asymmetries, and enhance public confidence in the equity markets but discussing these proposals in advance of releasing them in written form has raised significant confusion in the industry.
Higher Frequency, Lower Risk
October 28, 2009 | Detractors claim that high frequency trading has a very risky profile and is capable of destabilizing the markets but Aldridge examines the risks of high-frequency trading in comparison with lower-frequency trading styles across every risk category.
'Exchange-Traded' Does Not Equal 'Risk-Free'
October 27, 2009 | Just because Congress mandates that OTC products trade on-exchange doesn't mean that OTC derivatives won't blow up.
Demonizing the Dark
October 21, 2009 | Adam Sussman, TABB Group's director of research, comments on the SEC and dark pools, specific to today's SEC open meeting in Washington, DC beginning at 10:00 am ET to consider whether to propose regulatory changes regarding dark pools.
Sweeping Re-Evaluation of Market Structure Necessary
October 15, 2009 | According to Cuttone & Company's McSherry, a sweeping reevaluation of current market structure should be undertaken immediately, before new rule changes are erected atop a flawed regulatory foundation.
Electronic Trading Today: New Requirements for an Increasingly Complex Global Marketplace
October 07, 2009 | Electronic Trading Today: New Requirements for an Increasingly Complex Global Marketplace
What Ails Us About High Frequency Trading?
September 30, 2009 | Themis Trading's Sal Arnuk and Joseph Saluzzi sound off on three aspects of high frequency trading that are problematic.
More
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
The Real Story of Trading Software Espionage
Positive Impact of Public Private Investment Program Still Under Debate
Central Clearinghouse-Standard is Nice, Suitable is Better
Maximizing CEP Through Content Aware Messaging Middleware
BOLTs, Flashes and Market Structure
New Financial Regulatory Reform Proposal: ’It’s in There’
EMS vs. OMS Revisited: What Should the Buyside to Do?
Just Say No to C.D.O.’s
New Prime Brokerage Model on the Horizon
Liquidity Mapping: Jump into the Dark Pool
When Hedge Funds Lose Their Mojo
Will the Ultimate Relief Rally Continue?
In Support of Short Sale Restrictions
Doing More with Less: Leveraging Technology to Reduce Costs
The Downside of an Uptick Rule
The Winter Of Our Discontent May Not Be Over
Rethinking Market Regulation
Why Are We Letting the Shorts Kill the Market?
Revamping The Street’s Bonus Structure
The Transformation of the Transition Management Industry
We Need Industry Leadership Now
It’s Hard To Believe There Are Still Pirates Among Us
Hedge Funds Take a Hit
How Buy Side Trading Has Changed
New Environment Requires a Return to Basics
Communication Is Key to Survival
Success Requires a Global Perspective
Markets Still Need That Human Touch
Leveraging Technology to Navigate Volatile Markets
The Madoff Affair
Quant Job Hunting During Tough Times
Developing a New Prime Brokerage Model
Will the Next Wall Street Be the Last?
Hard Choices Ahead for Trading Platforms
The Rise of R: A Tool for Quantitative Analysis
A Highly Volatile Discussion
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