Posts Tagged ‘ otc derivatives ’

Looking for Abnormal Market Activity

Apr 3rd, 2012 | Filed under: Algorithmic and high-frequency trading, Derivatives, Today's Post

Cinnober has sold a customized form of its Scila Surveillance software -- a product designed to detect abnormal market behavior -- to the Qatar Exchange. One of the purposes of Scila Surveillance is the detection of harmful variants of algorithmic trading, such as the trading "snipers" who drive off market makers and reduce liquidity.


OTC Derivatives: Terrain Shifts to Favored Emerging Market Jurisdictions

Feb 6th, 2012 | Filed under: Alpha Strategies, Today's Post

Emerging OTC derivatives in the emerging markets of Latin America and Asia are just one more sign that these countries are growing up.


Fine Print As Yet Unwritten, But the Gist is Clear for OTC Derivatives

Oct 4th, 2011 | Filed under: Alpha Strategies, Hedge Fund Industry Trends, Hedge Fund Operations and Risk Management, Hedge Fund Regulation, Today's Post

Clearing within ten days after the transaction (T+10) was once the norm, though it now seems archaic. Clearing overnight or in a once-a-day cycle will in the years ahead become equally unsatisfactory. It may soon “become standard practice for risk managers and eventually traders to demand proof that their trades have been cleared mere seconds after execution.”