Alpha Novae

Category Archives: Blog

Why Buy-Side Should Take Control of FX Algorithms

This is a copy of an article written by Nicolas Vitale, director of Alpha Novae, for Finance Magnates and originally appearing here. In-house FX execution algorithms are starting to spread among buy-side actors. What are the reasons for this new trend? Because of its OTC, market maker-based and fragmented nature, Forex has been hermetically linked to algorithms […]

AlphaTrader 2.7: Extending connectivity

AlphaTrader 2.7 is now available! With AlphaTrader 2.7, we have been very busy primarily at extending AlphaTrader connectivity, in term of brokerages or trading venues, data providers and trading simulators. We also significantly improved our trade modify workflow, and our indicator framework. Plus many other changes you can follow in our detailed release notes. Trading […]

Case Study: New regulated hedge fund upgrading its technology

The client The client is a recently AMF approved hedge fund composed of distinct trading, sales and  technology teams. They are running automated trading strategies especially in the Forex and Futures markets. They were previously using a common widespread platform in the retail trading community, improved by an in house infrastructure. They also tried to […]

MiFID II implications on algorithmic trading

Prepare yourselves… MiFID II is coming and will bring in its bag significant regulation changes which will impact, among other things, algorithmic trading businesses. So here is a foretaste of what is coming so you can start preparing for it. Do not worry… We’ll be here to help you in the process! The final MiFID […]

Slippages and price improvements with AlphaTrader

Theoretically, if your broker is playing fair, slippages can be positive (at trader advantage) or negative (at trader disadvantage). But because of adverse selection, trend / momentum trading, and dealer manipulations, they tend to be quite asymmetrical with an important advantage to negative slippages. It is easy to understand this as traders tend to buy […]

Case Study: Hedge Fund running more than 500 multi-timeframe strategies

The client As a Fund Management Company headquartered in Singapore expert in foreign exchange, the client has developed a diverse products portfolio, which include a variety of forex, equity, commodity, volatility arbitrage, with over $17 millions under management. The case The client had already some strategies prototype backtested, optimised and manually traded. To develop their spot […]

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