Entries by empirica

Empirica in the press – ‘The age of robots … ‘

September 10, 2013 in , , , , , /by

On the first of July 2014 large polish economic magazine Puls Biznesu published an article “The age of robots comes to Warsaw Stock Exchange’. Article is quoting, among others, Empirica’s representatives speaking on the topic of the growth of algorithmic trading in Poland. Excerpts below. ‘Popularization of algorithmic trading on conferences like this one is step in […]

Empirica holds workshop on Warsaw Stock Exchange

June 27, 2013 in , , , , /by

Algorithmic trading workshop took place on 27th of July 2013 as a part of the second conference held by economic magazine ‘Puls Biznesu’ and Warsaw Stock  Exchange. Michał Różański, representing Empirica, held workshop on the practical aspects of selecting tools for algorithmic trading by financial institutions. He stressed and covered in detail, especially one aspect of […]

Empirica founds IT Corner association to support local entrepreneurship!

April 1, 2013 in , /by

Empirica, along with several other software companies based in Wroclaw, has founded the IT Corner association. IT Corner aims at supporting the development of local IT enterprises, tightening the cooperation among small and medium size high-tech sector companies and developing project and product synergies between organization members. IT Corner will pursue it goals by: organization of […]

Empirica with lecture at ‘Algorithmic Trading Conference’

February 28, 2013 in , , , /by

Conference on the subject of ‘Algorithmic Trading’ was held at Warsaw Stock Exchange headquarters on the 28th of February 2013. The event was open by the WSE president, Adam Maciejewski. Among the invited guests were: Peter Van Kleef, Lakeview Capital president Michal Rozanski, CEO of Empirica Andrzej Endler, CEO of M10 Michal Kobza, Warsaw Stock Exchange. […]

Basics of High Frequency Trading

June 12, 2012 in , , , , , , /by

Nanex’s High Frequency Trading Model (Sped Up) Nanex released a video showing the results of half a second of worldwide high frequency trading with Johnson and Johnson stock. I simply sped up the footage to get a better feel of what it looked like. Blow Your Mind. High frequency trading in action CNN’s Maggie Lake […]

Basics of Machine Learning in Algorithmic Trading

June 12, 2012 in , , , , /by

Algorithmic Game Theory and Practice, Michael Kearns, University of Pennsylvania, Traditional financial markets have undergone rapid technological change due to increased automation and the introduction of new mechanisms. Such changes have brought with them challenging new problems in quantitative trading, many of which invite a machine learning approach. I will briefly survey several algorithmic trading problems, focusing […]

Basics of algorithmic trading

June 11, 2012 in , , , /by

  – Trades executed at the best possible prices – Immediate and accurate trade arrangement positioning (thereby high likelihood of performance at desired amounts) – Trades timed right and forthwith, to avert significant cost changes – Reduced transaction costs (see the execution shortfall example below) – Coincident automated tests on multiple marketplace states – Decreased […]

Books on Algorithmic Trading

June 10, 2012 in , , , /by

Algorithmic trading is usually perceived as a complicated area for beginners to get to grips with. It covers a broad range of subjects, with certain aspects requiring a substantial amount of adulthood that is mathematical and statistical. Hence it can be incredibly off-putting for the uninitiated. While the details can be learned in an iterative, […]