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The Trading Mesh

August 2011

High-Frequency Trading: Alpha Discovery and the New Arms Race

August 31, 2011 Comments (0)           

Perhaps nowhere more in the diverse world of hedge fund strategies is the prospect of alpha decay more unsettling than at high-frequency trading firms. In many ways high-frequency trading firms are now facing a reality that other hedge funds with more esoteric strategies may one day face – too much money chasing a finite amount of alpha.
The End of the Hardware Arms Race
The latest figures indicate that high-frequency trading now accounts for somewhere between 60-70% of trading volume...

High-Frequency Trading: Alpha Discovery and the New Arms Race

August 30, 2011 Comments (0)           

 

Perhaps nowhere more in the diverse world of hedge fund strategies is the prospect of alpha decay more unsettling than at high-frequency trading firms. In many ways high-frequency trading firms are now facing a reality that other hedge funds with more esoteric strategies may one day face – too much money chasing a finite amount of alpha.
The End of the Hardware Arms Race
The latest figures indicate that high-frequency trading now accounts for somewhere between 60-70% of...

Cloud Strategy for Exchanges and Financial Markets

August 23, 2011 Comments (0)           

 

Each of the three largest US exchanges, NASDAQ, NYSE and CME Group has recently announced its cloud strategy, but exchanges and financial markets as a group have been slow to get on the cloud bandwagon. Too slow given the potential benefits to their customers and their own needs to increase revenue, market transparency and competitive advantage. That according to a recent white paper released by The Melbourne Group entitled The Winds of Change in Market Data : Winning Cloud...

Microsoft Now Offers Real-Time Stock Data in Excel, Visual Studio and SQL Server (Powered by Xignite)

August 17, 2011 Comments (0)           

 

Like many of us, you may have run into challenges when importing real-time market data in Excel, Visual Studio & SQL Server. With the recent addition of Xignite Financial Market Data to the Microsoft Azure Marketplace Datamarket, users can now pull live stock quotes directly into Microsoft Excel 2010, develop data rich applications using Visual Studio 2010 and seamlessly populate backend database with SQL Server 2010.
In late 2010, Xignite and Microsoft teamed up to make...