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Ticking Problem: Narrower Prices Mean Narrower Profits

A decade after trading in stocks moved from eighths of a dollar to pennies, high-speed electronic trading is prompting a look at moving to increments which are less than a penny.

Bringing the Heat: How to Incubate High-Frequency Traders

You hanker to launch your own high-frequency trading team. But you lack the requisite resources: a high-performance, low-latency, algorithmically-driven trading platform, connections to market data feeds, access to exchanges and trading venues, investment capital-and working capital.

Algos Take Hold in Fixed-Income Markets

Want to make $10 million a year? Simple: Be able to create algorithmic, high-frequency trading applications for bonds and fixed income derivatives that make your firm lots of money.

Articles from this Site

• BATS Gets OK to Start Rewards Program for Market Makers

• Merrill Lynch Ordered to Pay $1.4M To Investor

• Ex-Bankers 'Mismarked' Bonds at Credit Suisse

• EU Stops Deutsche Boerse-NYSE Merger

Special Reports

• After VaR: Q&A with Ron Papanek

• Europe's Challenge

• Keep Out, At Your Own Risk

• NSX Cuts In

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Supplements

• E-Mail Archiving Growth Fueled by Federal Rule Changes

• MiFID Brings New Trading, Data Management Opportunities

• Side Letters and Side Pockets: Back Office Time Bombs?

• One-Size-Fits-All Compliance Comes up Short

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White Papers & Research

• No Time For Declarations Of Victory: Protecting Customers Beyond Compliance Deadlines

• Risk Management and Compliance: Impact on Financial Institutions

• Effective Corporate E-mail Compliance

• IT Asset Management: Saving Money, Reducing Risk

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Web Seminars

• Critical Insights into the New Proposed Cost Basis Regs for Debt & Options

• Deciphering Critical Cost Basis Reporting Issues Impacting Mutual Funds, ETFs & DRP Shares

• Understanding the final cost basis regulations