Wednesday, 17 July 2013

High-Frequency Market Manipulation and Market Microstructure

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WS&T Daily Alert Wednesday, July 17, 2013
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2013 Wall Street & Technology Gold Book

FINAL CALL: Gold Book Nomination Deadline 7/19

The nomination deadline for the 2013 Gold Book is rapidly approaching. The Wall Street & Technology Gold Book - now in its 9th year - recognizes financial services technology executives based on their accomplishments, leadership and vision at their institutions. This exclusive group of executives will be profiled in the October 2013 issue of WS&T (Click here to see the 2012 Gold Book profiles). If you'd like to nominate a CIO, CTO or SVP in charge of a line of business at a financial services firm (brokerage, asset manager, hedge fund, or exchange) to be honored in this year's Gold Book, then please complete and submit the form by this Friday, July 19, 2013.


ADVANCED TRADING NEWS

Market Microstructure and High-Frequency Market Manipulation

By Irene Aldridge, ABLE Alpha Trading, LTD.

Normal exchanges tend to be more volatile and prone to market crashes than their inverted and pro-rata counterparts, contends algorithmic trading consultant Irene Aldridge.

READ MORE


NEWS HIGHLIGHTS

IOSCO & Exchanges Agree Cybercrime A Systemic Risk

By Becca Lipman

IOSCO is working to quantify cyber attacks on securities markets. The data is helping to measure systemic risk and threats to the global market.

READ MORE


Document Risk: Taming the Paper Tiger

By Phil Albinus

Thanks to new regulations - written more often in gray than black white - investment firms are suffering from document risk, or poorly archived documents and information. While it may not have the white-hot urgency of liquidity or credit risk, document risk is still a source of confusion for today's firms. WST spoke with Mahesh Muthu, associate principal at eClerx, about the ways firms can stay ahead of their documentation dilemmas.

READ MORE


MarketAxess Files SEF Application with Regulator

By Ivy Schmerken

With the CFTC finalizing the rules for swap execution facilities or SEFs, MarketAxess is moving ahead with plans to trade credit default swaps under the Dodd-Frank Act.

READ MORE


JOBS

Trader

Crabel Capital Management, LLC


C#/UI Developer - Equity Derivatives

Futures Group


Quantitative Programmer - NYC

The Hagan-Ricci Group (HRG)


Systematic Volatility Portfolio Manager

Confidential


Full-stack engineer - Goliath destroyer

KnowItOwl



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