Trading Tech Talk 48: The Dark Art of Real-Time Risk Analysis
Update: 2016-03-29
Description
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?
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