Tag: Algo

To Cross, or Not to Cross?

It is one of the oldest questions facing a trader – how best to work out of a position involving two currencies that are rarely, if at all, supported by most market participants. In the deep and distant past, when FX markets were predominantly voice-traded and risk was managed on a deal-by-deal basis, this question […]

BestX Unveils Fill Position Metrics

BestX has rolled out its Q1 technology release, included in which is a new fill position metric for FX traders, a product that the firm believes adds another valuable dimension to analysing the performance of algos. To compute the metric, BestX takes tick data during the execution window and then compares that to the prices […]

And Another Thing…

A week and a half ago, during our In the FICC of It podcast, Galen Stops and I briefly touched upon a comment from a speaker at one of our events, that clients were looking at deploying an algo that deliberately lost money for the first 30 seconds. At the time we chatted away, as […]

QuantHouse Rolls Out Historical Data on-Demand Capabilities

QuantHouse has announced the launch of Historical Data on-Demand designed to speed up the research, development and back-testing phase of any trading strategy. The firm says the research, development and back-testing phase is a critical but historically lengthy and onerous process, adding that market participants must identify data sources, align formats and code to those […]

2019 Profit & Loss Readers’ Choice Awards

More than 3,000 votes were cast in this year’s Profit & Loss Readers’ Choice Awards, which created strong competition throughout the categories. For the first time categories for cryptocurrency markets were introduced and proved to be very popular, alongside the more traditional categories. Here then, are this year’s winners: Best Market Maker (Major Currencies) JP […]

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