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Updated by James Smith on Nov 26, 2015
James Smith James Smith
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Investment Trading

Bank Treasury Risk Management

BTRM is 6 months part time course designed to empower professionals working in bank risk management and asset-liability management (ALM). BTRM is the only bank treasury qualification. It covers treasury, finance and risk and all the aspects of ALM and liquidity management. BTRM believes in empowering students with the most appropriate tools and techniques used in real world by banks. This gives the students an edge while contributing to overall enhancement of the individual’s professional qualifications.

Origin of Modern High Frequency Trading

On April 24th, 1850, Julius Reuter made a verbal agreement with a Herr Heinrich Geller (a brewer, baker and pigeon-breeder) in Aachen, to supply him with forty well-trained birds `suitable for the establishment of a pigeon carrying service between Aachen and Brussels’.

How to Use Black Scholes Option Pricing Model

In this post, we will discuss on modelling option pricing using Black Scholes Option Pricing model and plotting the same for a combination of various options. You can put any number of call and/or put options in the model and use built in macro (named ‘BS’) for calculating the BS model based option pricing for each option. The macro (named ‘PayOff’) is used for plotting the Profit/Loss for the overall combination of the option positions against the spot price.

Algorithmic and Quantitative Trading Institute

As Asia’s pioneer Algorithmic Trading Research and Training Institute, we are committed to assure a long lasting learning experience for our participants.

Algorithmic & quantitative trading webinar

This webinar gives a brief introduction to Algorithmic Trading followed by the changing skill sets that are required in the new age trading business by mapping the required skill sets. This is followed by Industry trends in Algorithmic and Quantitative Trading. It also gives a detailed view of how Quantinsti's Algorithmic and Quantitative Trading programme: Executive Programme in Algorithmic Trading can assist the participants aspiring to enter the domain of Algorithmic and Quantitative Trading.

Parisians Brace for More Violence as Police Fail to Reassure

Unease pervaded Paris after Europe’s worst terrorist bloodshed in more than a decade, with a sense among residents that the police cars cruising the streets and soldiers guarding closed parks won’t be enough to stave off more attacks.

The Berkshire Hathaway 50th Anniversary symposium just took place and featured conversations with the likes of Seth Klarman, Bill Ackman, Tom Gayner, Byron Trott, Carol Loomis, Roger Lowenstein, Tom Russo, John Phelan, and Whitney Tilson. The notes were compiled by Jacques Romano, MD.

Leading E-Retailer Flipkart Is On Its Way to IPO

The leading e-retailer in the country Flipkart has told that the company will be holding a profitable business in another 2 to 3 years and the firm has also told that they are planning to go for IPO in another 2 to 5 years. There was a talk among the e-retailers and the marketers that the flipkart may not be entering into IPO as it just wanted to remain as a pvt ltd concern. Now the announcement has become contradictory with the talks. It is expected that the marketers would show a great interest in the Flipkart IPO as the firm is leading one in the industry.

Coffee Day has Made Rs. 1150 Crores in IPO This Year

The largest coffee chain operator of India, Coffee day enterprises has made a fund of Rs. 1150 crores in the IPO which was closed on October 16th. The company has told initially that the price band for the share was fixed to be from Rs. 316 to 328. In the IPO, the company has fixed the price of each share to be Rs. 328. And this price has brought a huge fund of Rs. 1150 crores in the over subscribed IPO. The demand for the shares has increased a lot and hence the company has fixed the price for each share at the upper band.

The Italian government has raised $3.8 billion in the Poste IPO. Last Friday, the Italian government has completed its sale for minority stakes in the postal service Poste Italiane. The service is getting privatized slowly and thus the Prime Minister of the country, Matteo Renzi is trying to convince the foreign investors for the investment in their postal service. This government owned service will soon be privatized and this is the largest sale that the government has ever done. This IPO has raised a fund of $3.8 billion, which is much needed cash for the government now. The business was valued to be $8.8 billion.

Certificate and Executive programmes

QuantInsti offers progressive opportunities for individuals and corporations with the passion and drive to succeed in quantitative industry. The key to success for is in gaining theoretical knowledge and practical experience as a part of a single financial course to bridge disconnect between theory and practice. Future employees need to equip themselves with the skills acquired from professional short term courses in finance required to step right into a job by ensuring they are able to deliver from day one. The Certificate and Executive programmes designed by highly experienced daily practitioners aim to achieve this goal.

What do Hedge Funds Look for When Employing

One might consider Hedge Funds and Hedge Fund management to be risky business which begs to differ why anyone would find a job at a Hedge Fund to be an appealing prospect. However when it comes to working at Hedge Funds the high risk does come with an unusually high compensation in the form of a very attractive monthly pay cheque.

High Frequency Trading with long term Investments

A lot of debate and discussion goes around comparing high frequency trading with long term investments. There are various sentiments in the market from long term investors regarding HFT. Instead of going into a debate of what is good or bad that is a highly subjective, let us look at some facts about HFT and long term investment.

Vega increases or decreases with respect to

A short brief introduction to a Options Greeks measure called as Vega give by Mr. Rajib Ranjan Borah.

Futures Trading Strategies on SGX

Mr. Nitesh Khandelwal, Founder of QuantInsti, spoke at SGX-India chapter in AFACT in Singapore on the 23rd of May. He gave a detailed presentation covering various Quantitative Trading Strategies. The session was based on the real life quantitative trading strategies with actual market data. Various models were also shown and explained to the audience.The presentation was very well received by the participants, which included many members of Association of Financial and Commodity Traders, Singapore.

One of my largest holdings is McDonald’s (MCD). The company recently raised its quarterly dividend by 4.7% to 89 cents/share. McDonald's is a dividend champion which has raised its dividend each and every year since paying its first dividend in 1976. Given the yield of 3.20% and the dividend growth of 5% (and my estimated earnings growth of 5%/year), this sounds like a decent investment for slow and steady income and wealth accumulation. You might enjoy my latest analysis of McDonald's here.

Investors Revolt at Towers Watson

One of my frustrations with modern finance is the way shareholders have been pushed to the side. The job of the board of directors is to serve their interests but you wouldn’t know that by looking at a lot of deals. That’s why I was glad to see the recent shareholder revolt at Towers Watson.

Best Practices for Risk Management in Automated Trading - Part 1

It is well known to world that the automated trading has become a giant in the world market now. The trading cannot be imagined in future without automated systems. The impact of automated trading in the market now is very high. Though the technology is being appreciated for the speed and other features, which are not possible by human actions, the risk involved in this has always created a fear among the marketers.

First Generation Execution Algorithms

The high frequency trading strategy is often described as the subset of the algorithmic trading. But all the subset of algorithmic trading is not necessarily being the high frequency trading. Most of the non HFT strategies are concentrating on reducing the impact of the large orders in the market. The large orders are reduced in to small child orders and these child orders are spread across the time based on the preset bench marks.

Some Important HFT Strategies

HFT is quite sure a giant in the world market now. Almost 50% of the world market is electronic now and it makes use of various trading technologies. One of the major technologies being used is nothing but the high frequency trading and it is often considered as the subset of the algorithmic trading. This doesn’t mean that all the subsets of algorithmic trading are necessarily the high frequency trading. Anyways it is important to know the various aspects of high frequency trading. This article is mainly to discuss some strategies of HFT which was not so familiar among the marketers. But these strategies are worth a lot to know.

  • James Smith is an up-and-comer in the financial industry. He quickly jumped up the ladder. He was able to develop equity research reports identifying whether the stock was a buy, sell or hold. He...

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