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Articles related to Automated and Algorithmic Trading from current and previous issues of Automated Trader magazine.

Click one of the recent issue covers below to see these articles by the issue they appeared in.


  • Automated Trader Magazine Issue 10 Q3 2008
  • Automated Trader Magazine Issue 09 Q2 2008
  • Automated Trader Magazine Issue 08 Q1 2008
  • Automated Trader Magazine Issue 07 October 2007
  • Automated Trader Magazine Issue 06 July 2007
  • Automated Trader Magazine Issue 05 April 2007
  • Automated Trader Magazine Issue 04 January 2007
  • Automated Trader Magazine Issue 03 October 2006
  • Automated Trader Magazine Issue 02 July 2006
  • first person A basket of abstractions A basket of abstractions

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - First person in the Q3 issue is South Africa-based subscriber Schalk Myburgh, Business Analyst, Nedbank Equity Capital Markets, who shares his experience of automated and algorithmic trading on the Johannesburg Stock Exchange with editor William Essex. full story

  • cover story Commodities on the menu Commodities on the menu

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Hard and soft, edible and not-so-edible commodities have been a hot topic recently. But what substance is there behind the sizzle? Automated Trader has been looking into the current commodity boom, and asking, are these markets ripe for automation, and if so, what are their trading characteristics and their long-term potential for automated alpha generation? In the first of our series of linked articles on this theme, Dr. Robert Brady, CTO of Brady PLC analyses the current use and likely future evolution of automated trading in commodities markets. This is, as Dr. Brady observes, a whole asset class in transition. Some of its trading practices are arcane, but some put it right up on the screen alongside already heavily auto-traded markets such as FX and stock indices. Shouldn’t you be getting a feed on commodities? full story

  • Volatile but fundamentally floored?

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - We continue our coverage of commodities with one man’s analysis of the long-term case for investment. David Nahmanovici delivered his analysis at IDX in London, back in June. We were in the audience. full story

  • Machine versus Man versus Machine?

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - What’s the sense in trading the traders? William Essex closes our discussion of commodities with a look at the changing behaviour of the markets themselves. Might the “electronic effect”, and within that a distinct “algo effect”, itself become a factor in a commodity-trading strategy? full story

  • technology workshop Algorithmic Trading: What do I really need to do? Algorithmic Trading: What do I really need to do?

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Some bright spark is suggesting that your organisation needs to build its own execution algorithms. They loudly point out all the advantages your competitors have gained by doing this. But what is actually involved in embarking on such a project? Dr Paul Lynch, managing partner of PE Lynch LLP, spells it all out. full story

  • showtime Showtime!

    FREE ARTICLE - Issue 10 Q3 2008 - Automated Trader has been on the move recently. As visitors to automatedtrader.net will know, we were in Dubai for the first Trade Tech Middle East, and before that, we were in New York for SIFMA and London for IDX. Here, we take the opportunity to celebrate three of the main events in what has been a busy Summer for the industry. full story

  • technology workshop Open Source for Auto/Algo? Open Source for Auto/Algo?

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Open source software has made huge strides in terms of credibility in recent years. So is now the time to consider it for auto/algo trading? Graham Miller, CEO of Marketcetera, definitely thinks so. full story

  • european liquidity The fuse is burning The fuse is burning

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - As the momentum of change increases in European equity markets, some obvious similarities with US markets are emerging – but so also are some striking differences. Joe Wald, Managing Director and Co-Founder of EdgeTrade, a Knight Capital Group subsidiary, ponders these similarities and differences, while outlining some of what he anticipates for buyside traders in Europe. full story

  • my machine Only the versatile need apply Only the versatile need apply

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Legal and General Investment Management (LGIM) has some £300bn in assets under management invested globally. Almost half of this is invested in equities. Mary McCave, LGIM’s senior equity dealer, discusses how LGIM’s trading desk stays on top of the trade. full story

  • anatomy of an algo Scalable participation algorithm

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Toby Bayliss, Head of Electronic Execution Sales, Europe at Citi outlines the use of a scalable participation algorithm to trade a substantial order in BP. full story

  • technology forum How do you differentiate your electronic execution services?

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - While the recent proliferation of electronic execution services has presented the buyside with an impressive degree of choice, it has simultaneously landed the sellside with several challenges. How do you make your services stand out from the crowd? What are the main competitive differentiators from the buyside’s perspective? How best can they be delivered? Five leading sellside providers share their views. full story

  • data feeds It’s decision time

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - But is that the whole of the problem, that the decision-making process itself adds latency to data? Or are data volumes and the proliferation of trading venues outstripping data vendors’ capacity to deliver in real-enough time? William Essex investigates. full story

  • execution research Dark Pool Delivers Dark Pool Delivers

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Quantitative Service Group’s (QSG) June research note on NYFIX Millennium trade execution has caused quite a stir in the industry. The research, which examined three months of detailed NYFIX execution data, will leave buyside traders who have long sought empirical evidence on the performance of dark pools praying that it is just the tip of the analytical iceberg. Andy Webb talks to Tim Sargent, President and Co-founder of QSG, about the report and its findings. full story

  • alphability Automated Trader’s proprietary tradability metrics Automated Trader’s proprietary tradability metrics

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Automated Trader’s proprietary tradability metrics are environmental statistics intended to assist those building trading models/systems in determining which markets and timeframes are most favourably responsive to which generic types of model. full story

  • peek ahead The way we shouldn't have been

    SUBSCRIBERS ONLY - Issue 10 Q3 2008 - Editor’s note: Peek Ahead is our venue for blue-sky thinking, challenging conventional wisdom and out-and-out disagreeing over key industry issues. If you would like to comment, or disagree, or send in some of your own blue-sky thinking, write to editor@automatedtrader.net. Where appropriate, contributions will be published on this page and/or on the website. full story