Monthly Archives: October 2010

The Correlation Causality

Posted on October 25, 2010 by Louis Lovas

The number one has always been thought of as a lonely number, Three Dog Night popularized the notion in a song long ago.  But lately the number one (and it’s close fractional relatives) have befriended portfolio managers and traders, much to their … Continue reading →

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The Prevailing Wisdom of the Perfect Storm

Posted on October 15, 2010 by Louis Lovas

It wasn’t the best of times and… well the worst was avoided. We live in an age of incredible knowledge, whether in computer technology, mathematical sciences or financial engineering, it’s beyond the wild imagination of our ancestors. Yet at times that … Continue reading →

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The Innovation Ante

Posted on October 4, 2010 by Louis Lovas

There has been a bit of a buzz recently on technology innovation in the finance industry. I’ve read articles that cut across a number of topical areas from quantitative analytics, real-time TCA, risk and compliance to general networking.  Paul Rowady from the … Continue reading →

Posted in Algorithmic Trading, Analytics, Complex Event Processing, Equities, Foreign Exchange, Futures and Options, Tick database | 2 Comments