Trading Tech Talk
Trading Tech Talk 48: The Dark Art of Real-Time Risk Analysis
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:00:54
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Sinopsis
CTO Interview: In this segment, Mark and Henry are joined by Alexander Lamb, head of Business Development at the Technancial Company. They discuss: Margin calculations, and the behind-the-scenes voodoo The Janus margin engine, and real-time margin calculations Is real-time risk and margin a response to the new regulatory environment? Avoiding latency What is the engine driving the machine? OTC and the migration to listed options Fragmentation and the resulting complexities Janus risk management, market surveillance and compliance capacities How do they deal with fragmentated data Increased precision on timestamps, and the added complexities as a result Are there any inklings of systemic risk on the horizon? The Inbox: Listener questions and comments CFTC and SEC can't handle the new era of trading. What about a new cyber-regulator? Are the exchanges to blame for the rise of HFT?