Latest Episodes
Index Evolution: Guillermo Cano Looks at the New Generation of Equity Indexes
Russell Indexes has long been known as “the small-cap company,” due to the success of its flagship Russell 2000, which is comprised of the...
A Tale of Two Issues: Zach Ziliak Breaks Down the HFT Debate
Zach Ziliak has seen both sides of the HFT universe. As a quant at an investment bank, he developed trading algorithms. As an attorney,...
Data Dive: CFTC’s O’Malia says swaps analytics need work
The CFTC is mandated to help police the futures arena and its much bigger relative, the swaps market. Collecting and monitoring data on the...
Closer Look: CFTC’s O’Malia taking a hard look at HFT
Michael Lewis’ book “Flash Boys” stirred up debate about high frequency trading like no other. Regulators, such as the Commodity Futures Trading Commission (CFTC)...
Speedy Delivery: Keith Ross on HFT, Reg NMS and Dark Pools
Today’s financial markets can be summed up in three words – global, fast, and complex. But as the market structure evolves, so must the...
Keep it Simple: Peter Nabicht on Liquidity and Simplicity of Market Structure
Today’s financial markets can be summed up in three words – global, fast, and complex. But as the market structure evolves, so must the...