Tag Archives: Mexico City

Introducing the First High Frequency Trading Seminar in Hong Kong, The Speed Traders Workshop 2012

Edgar Perez, Author of The Speed Traders, Speaker at The Speed Traders Workshop 2012 Hong Kong: How Algorithmic and High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, August 4 (June 20, 2012, New … Continue reading

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Introducing the First High Frequency Trading Seminar in Mexico, The Speed Traders Workshop 2012 Mexico City

The Speed Traders Workshop 2012 Mexico City, Mexico: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, with author Mr. Edgar Perez, July 27 (June 19, 2012, New York)  The future of high-frequency … Continue reading

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High-Speed Trading in the Wall Street Journal: Traders See SEC Speed Trap

Investors and regulators blame high-speed traders and computer-driven exchanges for causing problems in the stock market, but some traders are saying the real culprit is the market’s own rules. The Securities and Exchange Commission instituted a broad set of rules … Continue reading

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High Frequency Trading Seminar Coming to the World’s Financial Capitals: From Sao Paulo to Seoul, Kuala Lumpur and Doha

Edgar Perez, the author of The Speed Traders, is not used to follow the most conventional route; this time, it is probably not the shortest one either. The presenter of The Speed Traders Workshop 2012 , who just returned from Sao … Continue reading

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Edgar Perez, The Speed Traders Workshop 2012 Sao Paulo, Quoted by CNBC on Can ‘Trading on Tweets’ Really Make Money?

Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University Edgar Perez, The Speed Traders Workshop 2012 Sao Paulo, Quoted by CNBC on Can ‘Trading on Tweets’ Really Make Money?.

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New Market Data Model Promises to Boost Trading Performance

Advanced Trading reported that, since the birth of electronic trading, financial firms have valued the competitive advantage provided by technologies that quickly access trading venues and deliver key market data feeds. As the industry has evolved, technological advances have radically … Continue reading

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When a virtual conclusion is not quite enough

Financial Times reported that, Sir, Leo Melamed (“Protect HFT cheetahs from regulatory poachers”, January 4) writes that high-frequency traders – known as market cheetahs – provide a vital service and chides critics for wanting to cage them. Mr Melamed claims that … Continue reading

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Algorithmic trading in energy markets

According to Energy Risk, Algorithmic traders are now a significant presence in energy markets. Alexander Osipovich explores how they’re changing the game for human traders. They made their debut on the stock market, and gained notoriety after the ‘Flash Crash’ of … Continue reading

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Mellanox Claims World’s Lowest Latency Solution for High-Frequency Trading

According to HPC Wire, Mellanox’s messaging acceleration software (VMA 6.0) delivers record-breaking performance for socket-based applications, including those used in financial services, transactional databases and in-memory caching. Read more

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Doubts raised over trading research

Financial News reported that, Sellside and buyside trading executives said the influential working paper entitled The Future of Computer Trading in Financial Markets, published by the Government Office for Science in September, “lacked breadth and depth” and “displayed a lack of … Continue reading

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