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 March 2009
Interdealer broker sees opportunity to hire high quality people and acquire assets at attractive prices.
Adds new liquidity pools to help customers meet best execution requirements under MiFID.
Expands global footprint in response to demand for low-latency access to liquidity venues.
BATS reduces the rebate on trading stocks under $5 and lowers route fee to NYSE.
Uses FIX/FAST protocol to transmit more data with less bandwidth.
Recommends risk-based regulatory framework to address regulatory gaps.
Nordic MTF says BT Radianz Market Infrastructure provides easy access to financial community and meets its delivery timetable.
The real work of implementing the plan is going to involve putting in some infrastructure and hiring professionals with expertise in pricing bank debt and complex mortgages.
Integrated fee structure ties in with trading on NYSE Arca Europe and SmartPool.
Addresses hedge fund due diligence, screening for fraud and broad array of risk management needs.
Wall Street is filling up its low-latency toolbox with CEP, co-location and messaging middleware.
It shouldn't be a surprise that AIG had to make payments to financial institutions that were its counterparties on the other side of credit derivatives or mortgage pools it sold to them.
Advent's clients could search for block liquidty in both BIDS ATS and NYBX.
News will be integrated into the firm's ConsultWorks platform.
Turf war breaks out as clearing in credit default swaps gets underway.
Neuro Dark will address all order sizes, not just block or large in scale orders.
Licenses Coral8 code to target real-time streaming data
Nasdaq OMX seeks to boost its position in Asia-Pacific region.
The big question is will Madoff walk out a free man and go back to his Manhattan penthouse to await sentencing?
Bank violated rules on reporting off-order book trades with a delay of five days.
Wall Street firms turn to NVIDIA's graphics processing units to speed up options analytics and derivatives pricing.
Plans to start testing of high-speed electronic system in May.
Targets collocation services for electronic trading with new data center in North Bergen, New Jersey
New pan-European MTF promises low, cost, high speed access to most liquid European stocks.
Broker-owned dark pools are rolling out block trading features that compete with traditional block crossing networks.
New short trade ideas increased to 42 percent from 34 percent in week before.
A consortium of brokers is working on consolidating commission platform that will manage sensitive data.
Analytic tool allows buy-side to affect the order's outcome while trades are still active.
Louis Capital Markets launches Alpharithms to help buy-side firms pick the best-performing algo strategies.
Central clearing initiatives will allow trades in from other execution platforms.
In search of 'advocates on every trade,' the buy side increasingly is tapping sales traders to find the other side of block trades or to work orders via algorithms, direct market access and dark pools.
Performance gains expected to attract latency-sensitive order flow to pool.