Trading Tech Talk

Trading Tech Talk 48: The Dark Art of Real-Time Risk Analysis

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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?
      • ...more
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      Trading Tech TalkBy The Options Insider Radio Network
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