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

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Manage episode 125688993 series 169940
Content provided by The Options Insider Inc. and The Options Insider Radio Network. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by The Options Insider Inc. and The Options Insider Radio Network or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

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?
  continue reading

63 episodes

Artwork
iconShare
 
Manage episode 125688993 series 169940
Content provided by The Options Insider Inc. and The Options Insider Radio Network. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by The Options Insider Inc. and The Options Insider Radio Network or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

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?
  continue reading

63 episodes

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