Bank of America Merrill Lynch (BAML) has added new equity pairs trading strategies to its global algorithmic trading suite. Noting continued client demand for pairs and other market-neutral strategies ...
Citi has introduced a new algorithm for pairs trading, allowing equity traders to execute market neutral strategies by simultaneously buying and selling highly correlated securities. Citi’s traders ...
Since equity pairs trading was first introduced to the market in the 1980s, it has become immensely popular amongst investment managers. It has evolved from its original incarnation of matching a long ...
Trading technology provider TORA's Algorithmic Trading Development Toolkit (ATDT) now includes customisable pairs trading. TORA Pairs Trader will let users trade pairs across multiple counterparties ...
Algorithmic trading, often called algo trading, has quietly transformed the way financial markets operate. What was once the domain of large global hedge funds and investment banks is now increasingly ...
The first type of algo trading strategy that we'll talk about is an arbitrage strategy. Arbitrage strategies use price differentials to generate risk free profit. Although these price differentials ...
Pragma is updating its Pragma360 to support the triangulation of cross-pair trading. The algorithm splits the trade across more liquid currency pairs, like the US dollar, then mathematically averages ...