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Algorithmic Trading

Intraday Risk and Portfolio Selection

Irene Aldridge | Posted 01.08.2015 | Business
Irene Aldridge

At this point in financial innovation, no savvy portfolio manager can afford to ignore intraday risk, and, instead, needs to make it an integral part of his portfolio selection model.

Machines With Feelings

John Bates | Posted 10.04.2014 | Technology
John Bates

In Douglas Adam's Hitchhiker's Guide to the Galaxy a computer called Deep Thought was asked to provide the answer to Life, the Universe and Everything...

World Cup Sentiment Offers Insight into the Global Consciousness

John Bates | Posted 09.09.2014 | Technology
John Bates

Twitter mining is becoming the next big thing in algorithmic trading; with sentiment analysis being used to try to qualify and quantify the emotional chatter around a particular market.

High-Frequency Trading: Made-up and Real

Irene Aldridge | Posted 11.19.2012 | Business
Irene Aldridge

Opinions on high-frequency trading run the gamut. On one hand we find individuals who fear that HF traders are nothing more than "hackers" seeking to game the markets. But the extent of their hiring implies that the industry is enormously profitable and here to stay.

Knight Capital Debacle Screams for Transaction Tax Now

Daniel Dicker | Posted 10.09.2012 | Business
Daniel Dicker

Our stock markets have been hijacked and are coming apart, unsafe at any speed for any investor. That's the message that the $440 million scandal at Knight Capital Group is telling us.

Knight Falls Down in Its Heraldic Duties

John Bates | Posted 10.09.2012 | Business
John Bates

They want to think that machines are biddable and programs run smoothly. But with traders and market makers creating and deploying new systems and algorithms constantly, the danger of something going wrong is inevitable.

Fat Finger? No Way

Nancy K. Humphreys | Posted 10.06.2012 | Business
Nancy K. Humphreys

Speed traders make a fraction of a penny in fees, paid by stock exchanges, for each of the quadrillions of orders that traders can execute within mere seconds -- while losing no money, ever.

Can Facebook Data Be Used to Develop Profitable Trading Strategies?

Eben Esterhuizen | Posted 10.03.2012 | Business
Eben Esterhuizen

It can be argued that people's online activities are a leading indicator of what they plan to do in the future. Before you buy a car, you search for ...

D.M. Levine

Lawsuit Claims CME Group Favors High-Frequency Trading Machines Over Humans | D.M. Levine | Posted 06.26.2012 | Business

A small band of humans is fighting what it warns is the rise of the machines in financial markets. A group of two dozen brokers and traders has sue...

The Rat Race to Regulate High Frequency Trading

John Bates | Posted 07.24.2012 | Business
John Bates

While it is true that HFTs have a vested interest in keeping market abuse to a minimum, it is not yet clear that their liquidity has been healthy enough to withstand the pressure of incoming regulations.

President Obama Speaks and the Oil Speculators React

Raymond J. Learsy | Posted 06.24.2012 | Business
Raymond J. Learsy

Natural gas, as traded today on U.S. exchanges, is a uniquely isolated American commodity and any attempt at influencing its price, overt or otherwise, would fall under the purview of the nation's anti-trust laws and its stated prohibitions to all manner of collusion.

High Frequency Trading: The Party Might Get a Little Less Wild

John Bates | Posted 05.21.2012 | Business
John Bates

The detection of abusive patterns must happen in real-time, before any suspicious behavior has a chance to move the market. Sensing and responding to market patterns before aberrations or errors have a chance to move prices is the right thing to do -- in all asset classes.

Italian Borsa Move May Breed Brave New World of Algos

John Bates | Posted 04.28.2012 | Business
John Bates

The Borsa's solution, especially if it is embraced by other trading destinations, may spawn a new generation of intelligent "sensing" algos.

The Software Algorithm That Turns Hotel 'Lookers' Into 'Bookers' (Part Two)

Bill_Robinson | Posted 04.10.2012 | Technology

The REVPAR GURU system allows hotel owners and staff to monitor many of their key metrics while in the office or on the fly.

The Software Algorithm That Turns Hotel 'Lookers' Into 'Bookers' (Part One)

Bill_Robinson | Posted 04.10.2012 | Technology

Shouldn't the goal be the same in the airline and hotel industry: full capacity at any fare/rate? Wouldn't a better policy be "no plane leaves with an empty seat, ever" or "we'll fill every room tonight if we have to let them go for $10?"

Tweet and Be Damned

John Bates | Posted 04.01.2012 | Business
John Bates

Are emotionally laden Twitter messages able to provide reliable bellwethers for market sentiment?

Real Story or April Fool's Joke? "Anne Berkshire-Hathaway" and Six Other Bizarre Economic Tales

Richard (RJ) Eskow | Posted 06.01.2011 | Business
Richard (RJ) Eskow

A review of past stock performance suggests that the stock price for Warren Buffett's Berkshire Hathaway corporation goes up whenever movie star Anne Hathaway is in the news.

Wall Street: Terminators in the Casino

Richard (RJ) Eskow | Posted 05.25.2011 | Business
Richard (RJ) Eskow

Wall Street's been a high-risk thrill ride for years, enriching for some but empty of deeper meaning and divorced from underlying value. The "flash crash" didn't break the market, but it did reveal fault lines.