Profile of Ivy SchmerkenEditor at Large
Member Since: 5/8/2014
Blog Posts: 2629
Ivy is Editor-at-Large for Advanced Trading and Wall Street & Technology. Ivy is responsible for writing in-depth feature articles, daily blogs and news articles with a focus on automated trading in the capital markets. As an industry expert, Ivy has reported on a myriad number of topics including high frequency trading, algorithmic trading strategies, market structure, electronic trading in fixed income , colocation in data centers, Dodd-Frank regulation and the new derivatives landscape. Ivy meets with software companies and other innovators and writes about cloud computing, OMS/EMSs and other financial technologies.
Articles by Ivy Schmerken
posted in June 2013
The new app reflects the bleak future of PCs and laptops on retail trading desks, and the soaring sales and consumer preference for tablets.
Predicting where the next attack may come from in financial services hinges on analyzing huge volumes of data, such as market sentiment on Twitter.
Cybersecurity experts urge firms to upgrade firewalls and beware of disgruntled ex-employees.
Finance and IT professionals prefer Linkedin as their social network of choice, but detailed profiles can invite hackers.
With the evolution of electronic trading into multiple asset classes, algorithms and micromarket structure, buy-side traders need quantitative skills to handle complex data sets.
A shift from fixed income into equities is unlikely to lift trading volumes and brokerage commissions up to previous highs, according to a Greenwich Associates report.
With an eye on big data and real-time analytics, Software AG and Tibco announced acquisitions of complex event processing rivals Apama and Streambase, respectively, in the same week.
To learn about new products, buy-side traders can go for specialized degrees or take continuing education courses.
A panel of Wall Street executives warmed up to the idea of reporting dark pool volumes on a monthly basis, as they debated U.S. equity market structure.
The U.S. options exchange operator agreed to pay $6 million for failure to police short selling abuses and for interfering in the investigation of a member firm.
Increasingly traders are valuing more granular, quantitative real time and post-trade analysis of performance, according to a survey by Woodbine Associates.
A survey from OneMarketData is studying trends in social media use on Wall Street as a new form of market data.
TMX Atrium supported the migration of The Order Machine (TOM's) matching engine from Stockholm to its new facilities in London.
Several top dealers have signed up for Markit's Credit Centre, a hub solution for OTC derivatives participants to manage credit lines between FCMs and their clients and venues.
The derivatives platform demonstrated electronic pre-trade credit checking with an FCM for cleared swaps, using both ping and push protocols.
With major dealers shrinking their inventories of corporate bonds, buy side institutions are seeking ways to find liquidity over alternative trading platforms that are emerging to solve the liquidity shortfall.
If investors pull billions from SAC Capital Advisors, sell side firms stand to lose revenues since hedge fund is a major generator of trading volumes, prime brokerage and commissions.
Based on independent testing, NovaSparks, an FPGA-based market data company, demonstrated 'wire-to-memory' deterministic latencies of 1.4 microseconds with data accelerated at 20X the normal speed.
The notional size of the Eris swap futures contracts were modified by a factor of 10 in response to user demand from buy side firms in advance of the June 10 clearing deadline.
Interdealer broker GFI hired James Toffey, the co-founder and former CEO of Tradeweb, to spearhead its plans to launch regulated trading platforms for cash, derivative financial and commodities products in the U.S. and Europe.