Arbitrage
How a machine learning model closed a hidden FX arbitrage gap
MUFG Securities quant uses variational inference to control the mid volatility of options
China turns to boosting domestic banks on international stage
Country strives to retain control of price discovery after the renminbi's inclusion into the IMF's SDR basket
CFTC starts SEF regulation discussions
WASHINGTON, DC - The Commodity Futures Trading Commission’s (CFTC’s) Technical Advisory Committee began to lay the groundwork for rules that will eventually govern swap execution facilities (SEFs) last week (October 12) citing concerns over the new…
Power to the high-frequency traders
Speakers at the FX Week USA congress held in New York last Tuesday (July 13) were resoundingly supportive of the role high-frequency traders (HFT) have had in ensuring liquidity in the market.
Trading on stat-arb
Irene Aldridge, managing partner at Able Alpha Trading, in New York examines the stat-arb technique