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 Justin Grant

Profile of Justin Grant

Senior Editor
Blog Posts: 632

As the Senior Editor of Advanced Trading, Justin Grant plays a key role in steering the magazine's coverage of the latest issues affecting the buy-side trading community. Since joining Advanced Trading in 2010, Grant's news analysis has touched on everything from the latest innovations in electronic trading, to how new regulations will impact hedge funds and traditional asset managers. He has also written extensively about high-frequency trading, exchanges, and dark pools. Following his graduation from Long Island University in 2006, Grant also worked as a reporter at Reuters, and as a member of ABC News' Investigative Unit.

Articles by Justin Grant

Stephen Colbert Takes on HFT

Stephen Colbert says the finance sector is safer now because Wall Street has removed the weakest link: man.

Despite Recent Struggles, HFTs Still Have the Advantage

Although high-frequency trading has wobbled a bit in the wake of weak U.S. equity trading volumes, industry consultant Haim Bodek argues on TabbForum that the market's structure remains tilted in their favor.

SEC Pushes Market Technology Roundtable to Oct. 2

In the aftermath of several high-profile technological mishaps in the marketplace, the SEC's roundtable next month will seek ways to prevent costly trading mistakes, and come up with best practices for handling crises in real-time.

Europe Still Holds an Allure to U.S. Asset Managers

Despite seemingly bad news about the Eurozone every day, a surprising number of large U.S. asset managers are still attracted to a continent that accounts for 35 percent of the world's mutual fund assets.

SEC Tech Roundtable Takes Aim at Preventing Knight Sequels

In the aftermath of several high-profile technological mishaps in the marketplace, the SEC's roundtable next month will seek ways to prevent costly trading mistakes, and come up with best practices for handling crises in real-time.

Today's Market Structure Obscuring Real Value of Equities

In a piece published by Tabb Forum, ConvergEx Group's Nicholas Colas says the current market structure means CEOs and their boards should no longer make their company's stock price the central fixture of their corporate strategy.

New Life for Knight?

Amid reports that Knight Capital received new financing, TD Ameritrade and Scottrade will resume routing through the embattled broker.

Wall Street’s 5 Biggest Tech Fails

As the Knight Capital trading fiasco once again proved, in the race to be first, crashes will happen. But slowing down today’s high-speed marketplace would be akin to going back to the Stone Ages for market participants. High-speed trading is here to stay, and strategies will continue to grow more complex. But over the past two years, there have been a number of high-profile incidents in which an inability to harness the latest technologies that power our markets has cost industry players

Knight's Chances of Survival 50/50

As the firm scrambles for ways to shore up its capital base following a devastating $440 million trading loss, a source says Knight Capital's chances of survival are no better than 50 percent.

Are Debacles Like the Knight Capital Fiasco Inevitable?

Although FIX Protocol's new risk control guidelines take aim at market dislocations like the one on display Wednesday, Woodbine's Matt Samelson says no form of regulation or oversight can stop them from happening.

The Danger of Too Much Dark Liquidity

Dark pools play a critical role in today's market. But rising dark pool volumes mean wider spreads and higher costs on the lit markets, according to researchers in the U.S. and abroad.

Do Traditional Buy-Side Firms Need to Colocate?

Wedbush Securites' new low-latency trading platform recently scored a number of long-only buy-side clients. But experts disagree on whether traditional asset managers need such high-speed, and costly, market access.

Is the Buy Side Sacrificing Speed to Save Money?

In an interview with Advanced Trading, Tabb Group Partner Robert Iati says long-only buy-side firms aren’t racing to colocate, and in fact, may even be slowing down as a means to save money.

The Global Fight Over High-Frequency Trading Hits FX

Currency trading platform EBS said it's looking to put the breaks on techniques like flash orders, moves the Financial Times says are aimed at placating ICAP's investment banking clients who are leery of high-frequency traders.

Can Social Media Sharpen Quant Models?

Experts scoff at the idea of social media-based sentiment analysis being the backbone of a trading strategy. But it could hold promise as a part of a multifactor quant model.

Would The Markets Benefit From a Mandatory Lunch Break?

In an interview with Advanced Trading Frank Partnoy breaks down why the markets need a mid-day breather, why flash crashes are inevitable in a complex system like the current marketplace, and why algorithms like the one Waddell & Reed used on May 6, 2010 are no longer in use.

Why Speed Traders Slow Down On Purpose

In his new book "Wait: The Art and Science of Delay," Frank Partnoy breaks down why even though speed is the lifeblood of a high-frequency trading operation, slowing down by a few milliseconds can mean bigger profits.

Is Enforcing the Volcker Rule an Impossible Task?

In a Q&A with Advanced Trading, Nice Actimize's Stephen Anikewich explains why the Volcker Rule with be a major puzzle for banks and regulators alike, and whether this holds any relevance to the buy-side in the long-run.

Hedge Fund Lone Pine Capital Opts for SS&C's Form PF Tool

Starting next month, hedge funds with at least $22 billion in assets under management will need to begin filling out Form PF, which is designed to monitor the risks posed to the nation's financial system by hedge funds, private equity funds, and other large private funds.

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