Lehman Brothers

The benefits of multiple market models

It might have been the timing of this year's FX Week USA congress, but an underlying theme that seemed to resonate was the need for the foreign exchange industry to lobby to prevent FX being swept up into the central counterparty clearing storm.

Move quickly

Irene Aldridge, quantitative portfolio manager and managing partner at Able Alpha Trading, looks at high-frequency trading in an environment of wider spreads