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An unexpected love triangle!

An unexpected love triangle!

After a period of extensive media attention on the traditionally opaque and free-wheeling foreign exchange industry, FXAlgoNews explores how the regulatory landscape could affect the trend of algo adoption by the buy-side.
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The art of footprint reduction

The art of footprint reduction

Russell Investments is one of the oldest and most well-known buy-side firms in the world. Established in 1936, the firm has some $266 billion in assets under management. That creates massive currency trading needs. Adam Cox of FXAlgoNews speaks with the man in charge of handling those needs in the EMEA region, Klaus Paesler. He’s ready to use any method at his disposal to provide bespoke services for clients, whether that involves voice, netting and matching or algo-based trading.
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Expert Opinion: Optimising connectivity for algorithmic FX trading

Expert Opinion: Optimising connectivity for algorithmic FX trading

If you’re new to FX algorithmic trading, one of the first technological challenges you will face is connectivity. And it is not a trivial one. Despite what you might think, optimising connectivity is not something to be left only to high frequency trading firms, as in our current times, bad latency means money left on the table for each trade you make. You may already have a solid background in equities algorithmic trading, and you might consequently treat this question as a “déjà vu”, but this would be a mistake.
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Adding value to the execution decision making process with FX algorithms

Adding value to the execution decision making process with FX algorithms

The FX market is undergoing rapid, transformational change. A number of factors are driving this change, including regulatory developments, fiduciary responsibilities, increased focus on performance and cost and a general demand for improved transparency. This confluence of factors is resulting in an increasingly complex marketplace for participants to navigate
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Navigating the choppy waters of EM currency trading with execution algorithms

Navigating the choppy waters of EM currency trading with execution algorithms

The global foreign exchange may be the world’s most liquid market, with more than $5 trillion traded daily, but that liquidity is not always so abundant when it comes to emerging markets. Can execution algorithms help the buy-side manage uneven and sometimes chaotic market conditions?
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The Alpha Maximiser

Quant Hedge has developed a method for short and medium-term FX and Futures trading that is based on what the systematic firm calls ‘aggregated alpha’. It’s an uncommon approach that also seeks to capitalise on a back-testing model that is the complete opposite of what many firms use. Adam Cox of FXAlgoNews catches up with Quant Hedge’s Managing Director, Victor Lebreton, to discover more about the process.
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Assessing the potential for the algorithmic trading of Bitcoin

To an algorithmic trader, Bitcoin is just another foreign currency. It is freely convertible to most major currencies, it can be traded 24x7, and it can even pay interest. Furthermore, one can ask for historical data for backtesting, including level 2 quotes, from most of the exchanges. These exchanges offer application programming interfaces (API) to algorithmic traders for connection to their own automated trading programs. So the only question left is: what sort of systematic strategies can work on Bitcoin
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Germany - taking small but important steps towards FX algo usage

Germany is an economic juggernaut, with a huge stable of exporting heavyweights, some of the world’s biggest banks and a corporate tradition of technological sophistication. So it stands to reason that Germany’s buy-side would be among the more enthusiastic clientele when it comes to using algorithms for forex execution.
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What role can FX algorithms play in helping to manage fixing orders?

Paul Aston, Head of Quantitative and Algorithmic Solutions at TD Securities looks at how when seeking liquidity around the WM/Reuters 4PM London Fix, currency algorithms can help. Investors can take better control of their trading, reduce costs, obtain market transparency and ensure best execution.
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Why building your own algorithmic FX trading solution is not child’s play

The traditional build-versus-buy question has become more complicated with the emergence of a variety of off-the-shelf components that make it easier and more cost-effective for either buy-side or smaller sell-side market participants to create their own FX execution solutions.
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Deltix Lab Feb 2015