March 29, 2016 • 60 mins
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?
Mark as Played
Popular Podcasts
Dateline NBC
Current and classic episodes, featuring compelling true-crime mysteries, powerful documentaries and in-depth investigations.
The Nikki Glaser Podcast
Every week comedian and infamous roaster Nikki Glaser provides a fun, fast-paced, and brutally honest look into current pop-culture and her own personal life.
Stuff You Should Know
If you've ever wanted to know about champagne, satanism, the Stonewall Uprising, chaos theory, LSD, El Nino, true crime and Rosa Parks, then look no further. Josh and Chuck have you covered.