Sceeto Stock Trading Indicators: Oct 11, 2012

Thursday, October 11, 2012

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text courtesy of Wikipedia creative Commons Stock market trading
A stock market crash is often defined as a sharp dip in share prices of equities listed on the stock exchanges. In parallel with various economic factors, a reason for stock market crashes is also due to panic and investing public's loss of confidence. Often, stock market crashes end speculative economic bubbles.
There have been famous stock market crashes that have ended in the loss of billions of dollars and wealth destruction on a massive scale. An increasing number of people are involved in the stock market, especially since the social security and retirement plans are being increasingly privatized and linked to stocks and bonds and other elements of the market. There have been a number of famous stock market crashes like the Wall Street Crash of 1929, the stock market crash of 1973–4, the Black Monday of 1987, the Dot-com bubble of 2000, and the Stock Market Crash of 2008.
One of the most famous stock market crashes started October 24, 1929 on Black Thursday. The Dow Jones Industrial lost 50% during this stock market crash. It was the beginning of the Great Depression. Another famous crash took place on October 19, 1987 – Black Monday. The crash began in Hong Kong and quickly spread around the world.
By the end of October, stock markets in Hong Kong had fallen 45.5%, Australia 41.8%, Spain 31%, the United Kingdom 26.4%, the United States 22.68%, and Canada 22.5%. Black Monday itself was the largest one-day percentage decline in stock market history – the Dow Jones fell by 22.6% in a day. The names “Black Monday” and “Black Tuesday” are also used for October 28–29, 1929, which followed Terrible Thursday—the starting day of the stock market crash in 1929.
The crash in 1987 raised some puzzles-–main news and events did not predict the catastrophe and visible reasons for the collapse were not identified. This event raised questions about many important assumptions of modern economics, namely, the theory of rational human conduct, the theory of market equilibrium and the efficient-market hypothesis. For some time after the crash, trading in stock exchanges worldwide was halted, since the exchange computers did not perform well owing to enormous quantity of trades being received at one time. This halt in trading allowed the Federal Reserve system and central banks of other countries to take measures to control the spreading of worldwide financial crisis. In the United States the SEC introduced several new measures of control into the stock market in an attempt to prevent a re-occurrence of the events of Black Monday.

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text courtesy of Wikipedia creative Commons Stock market trading
Sometimes, the market seems to react irrationally to economic or financial news, even if that news is likely to have no real effect on the fundamental value of securities itself. But, this may be more apparent than real, since often such news has been anticipated, and a counterreaction may occur if the news is better (or worse) than expected. Therefore, the stock market may be swayed in either direction by press releases, rumors, euphoria and mass panic; but generally only briefly, as more experienced investors (especially the hedge funds) quickly rally to take advantage of even the slightest, momentary hysteria.
Over the short-term, stocks and other securities can be battered or buoyed by any number of fast market-changing events, making the stock market behavior difficult to predict. Emotions can drive prices up and down, people are generally not as rational as they think, and the reasons for buying and selling are generally obscure. Behaviorists argue that investors often behave 'irrationally' when making investment decisions thereby incorrectly pricing securities, which causes market inefficiencies, which, in turn, are opportunities to make money.[18] However, the whole notion of EMH is that these non-rational reactions to information cancel out, leaving the prices of stocks rationally determined.
The Dow Jones Industrial Average biggest gain in one day was 936.42 points or 11 percent, this occurred on October 13, 200

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text courtesy of Wikipedia creative Commons Stock market trading
Other research has shown that psychological factors may result in exaggerated (statistically anomalous) stock price movements (contrary to EMH which assumes such behaviors 'cancel out'). Psychological research has demonstrated that people are predisposed to 'seeing' patterns, and often will perceive a pattern in what is, in fact, just noise. (Something like seeing familiar shapes in clouds or ink blots.) In the present context this means that a succession of good news items about a company may lead investors to overreact positively (unjustifiably driving the price up). A period of good returns also boosts the investor's self-confidence, reducing his (psychological) risk threshold.[16]
Another phenomenon—also from psychology—that works against an objective assessment is group thinking. As social animals, it is not easy to stick to an opinion that differs markedly from that of a majority of the group. An example with which one may be familiar is the reluctance to enter a restaurant that is empty; people generally prefer to have their opinion validated by those of others in the group.
In one paper the authors draw an analogy with gambling.[17] In normal times the market behaves like a game of roulette; the probabilities are known and largely independent of the investment decisions of the different players. In times of market stress, however, the game becomes more like poker (herding behavior takes over). The players now must give heavy weight to the psychology of other investors and how they are likely to react psychologically.
The stock market, as with any other business, is quite unforgiving of amateurs. Inexperienced investors rarely get the assistance and support they need. In the period running up to the 1987 crash, less than 1 percent of the analyst's recommendations had been to sell (and even during the 2000–2002 bear market, the average did not rise above 5%). In the run up to 2000, the media amplified the general euphoria, with reports of rapidly rising share prices and the notion that large sums of money could be quickly earned in the so-called new economy stock market. (And later amplified the gloom which descended during the 2000–2002 bear market, so that by summer of 2002, predictions of a DOW average below 5000 were quite common

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text courtesy of Wikipedia creative Commons Stock market trading
From experience we know that investors may 'temporarily' move financial prices away from their long term aggregate price 'trends'. (Positive or up trends are referred to as bull markets; negative or down trends are referred to as bear markets). Over-reactions may occur—so that excessive optimism (euphoria) may drive prices unduly high or excessive pessimism may drive prices unduly low. Economists continue to debate whether financial markets are 'generally' efficient.
According to one interpretation of the efficient-market hypothesis (EMH), only changes in fundamental factors, such as the outlook for margins, profits or dividends, ought to affect share prices beyond the short term, where random 'noise' in the system may prevail. (But this largely theoretic academic viewpoint—known as 'hard' EMH—also predicts that little or no trading should take place, contrary to fact, since prices are already at or near equilibrium, having priced in all public knowledge.) The 'hard' efficient-market hypothesis is sorely tested by such events as the stock market crash in 1987, when the Dow Jones index plummeted 22.6 percent—the largest-ever one-day fall in the United States.[13]
This event demonstrated that share prices can fall dramatically even though, to this day, it is impossible to fix a generally agreed upon definite cause: a thorough search failed to detect any 'reasonable' development that might have accounted for the crash. (But note that such events are predicted to occur strictly by chance, although very rarely.) It seems also to be the case more generally that many price movements (beyond that which are predicted to occur 'randomly') are not occasioned by new information; a study of the fifty largest one-day share price movements in the United States in the post-war period seems to confirm this.[13]
However, a 'soft' EMH has emerged which does not require that prices remain at or near equilibrium, but only that market participants not be able to systematically profit from any momentary market 'inefficiencies'. Moreover, while EMH predicts that all price movement (in the absence of change in fundamental information) is random (i.e., non-trending), many studies have shown a marked tendency for the stock market to trend over time periods of weeks or longer. Various explanations for such large and apparently non-random price movements have been promulgated. For instance, some research has shown that changes in estimated risk, and the use of certain strategies, such as stop-loss limits and Value at Risk limits, theoretically could cause financial markets to overreact. But the best explanation seems to be that the distribution of stock market prices is non-Gaussian (in which case EMH, in any of its current forms, would not be strictly applicable

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The stock market is one of the most important sources for companies to raise money. This allows businesses to be publicly traded, or raise additional financial capital for expansion by selling shares of ownership of the company in a public market. The liquidity that an exchange affords the investors gives them the ability to quickly and easily sell securities. This is an attractive feature of investing in stocks, compared to other less liquid investments such as real estate.[citation needed] Some companies actively increase liquidity by trading in their own shares.[10][11]
History has shown that the price of shares and other assets is an important part of the dynamics of economic activity, and can influence or be an indicator of social mood. An economy where the stock market is on the rise is considered to be an up-and-coming economy. In fact, the stock market is often considered the primary indicator of a country's economic strength and development.[citation needed]
Rising share prices, for instance, tend to be associated with increased business investment and vice versa. Share prices also affect the wealth of households and their consumption. Therefore, central banks tend to keep an eye on the control and behavior of the stock market and, in general, on the smooth operation of financial system functions. Financial stability is the raison d'être of central banks.[citation needed]
Exchanges also act as the clearinghouse for each transaction, meaning that they collect and deliver the shares, and guarantee payment to the seller of a security. This eliminates the risk to an individual buyer or seller that the counterparty could default on the transaction.[citation needed]
The smooth functioning of all these activities facilitates economic growth in that lower costs and enterprise risks promote the production of goods and services as well as possibly employment. In this way the financial system is assumed to contribute to increased prosperity.The financial system in most western countries has undergone a remarkable transformation. One feature of this development is disintermediation. A portion of the funds involved in saving and financing, flows directly to the financial markets instead of being routed via the traditional bank lending and deposit operations. The general public interest in investing in the stock market, either directly or through mutual funds, has been an important component of this process.
Statistics show that in recent decades shares have made up an increasingly large proportion of households' financial assets in many countries. In the 1970s, in Sweden, deposit accounts and other very liquid assets with little risk made up almost 60 percent of households' financial wealth, compared to less than 20 percent in the 2000s. The major part of this adjustment is that financial portfolios have gone directly to shares but a good deal now takes the form of various kinds of institutional investment for groups of individuals, e.g., pension funds, mutual funds, hedge funds, insurance investment of premiums, etc.
The trend towards forms of saving with a higher risk has been accentuated by new rules for most funds and insurance, permitting a higher proportion of shares to bonds. Similar tendencies are to be found in other industrialized countries. In all developed economic systems, such as the European Union, the United States, Japan and other developed nations, the trend has been the same: saving has moved away from traditional (government insured) bank deposits to more risky securities of one sort or another

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In 12th century France the courretiers de change were concerned with managing and regulating the debts of agricultural communities on behalf of the banks. Because these men also traded with debts, they could be called the first brokers. A common misbelief is that in late 13th century Bruges commodity traders gathered inside the house of a man called Van der Beurze, and in 1309 they became the "Brugse Beurse", institutionalizing what had been, until then, an informal meeting, but actually, the family Van der Beurze had a building in Antwerp where those gatherings occurred;[7] the Van der Beurze had Antwerp, as most of the merchants of that period, as their primary place for trading. The idea quickly spread around Flanders and neighboring counties and "Beurzen" soon opened in Ghent and Rotterdam.
In the middle of the 13th century, Venetian bankers began to trade in government securities. In 1351 the Venetian government outlawed spreading rumors intended to lower the price of government funds. Bankers in Pisa, Verona, Genoa and Florence also began trading in government securities during the 14th century. This was only possible because these were independent city states not ruled by a duke but a council of influential citizens. Italian companies were also the first to issue shares. Companies in England and the Low Countries followed in the 16th century.
The Dutch East India Company (founded in 1602) was the first joint-stock company to get a fixed capital stock and as a result, continuous trade in company stock occurred on the Amsterdam Exchange. Soon thereafter, a lively trade in various derivatives, among which options and repos, emerged on the Amsterdam market. Dutch traders also pioneered short selling - a practice which was banned by the Dutch authorities as early as 1610.[8]
There are now stock markets in virtually every developed and most developing economies, with the world's largest markets being in the United States, United Kingdom, Japan, India, China, Canada, Germany (Frankfurt Stock Exchange), France, South Korea and the Netherlands.[9]

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From time to time, active trading (especially in large blocks of securities) have moved away from the 'active' exchanges. Securities firms, led by UBS AG, Goldman Sachs Group Inc. and Credit Suisse Group, already steer 12 percent of U.S. security trades away from the exchanges to their internal systems. That share probably will increase to 18 percent by 2010 as more investment banks bypass the NYSE and NASDAQ and pair buyers and sellers of securities themselves, according to data compiled by Boston-based Aite Group LLC, a brokerage-industry consultant.[6]
Now that computers have eliminated the need for trading floors like the Big Board's, the balance of power in equity markets is shifting. By bringing more orders in-house, where clients can move big blocks of stock anonymously, brokers pay the exchanges less in fees and capture a bigger share of the $11 billion a year that institutional investors pay in trading commissions.
[edit]Market participants

Market participants include individual retail investors, institutional investors such as mutual funds, banks, insurance companies and hedge funds, and also publicly traded corporations trading in their own shares. Some studies have suggested that institutional investors and corporations trading in their own shares generally receive higher risk-adjusted returns than retail investors.[4]
A few decades ago, worldwide, buyers and sellers were individual investors, such as wealthy businessmen, usually with long family histories to particular corporations. Over time, markets have become more "institutionalized"; buyers and sellers are largely institutions (e.g., pension funds, insurance companies, mutual funds, index funds, exchange-traded funds, hedge funds, investor groups, banks and various other financial institutions).
The rise of the institutional investor has brought with it some improvements in market operations. There has been a gradual tendency for "fixed" (and exorbitant) fees being reduced for all investors, partly from falling administration costs but also assisted by large institutions challenging brokers' oligopolistic approach to setting standardised fees.

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Participants in the stock market range from small individual stock investors to large hedge fund traders, who can be based anywhere. Their orders usually end up with a professional at a stock exchange, who executes the order of buying or selling.
Some exchanges are physical locations where transactions are carried out on a trading floor, by a method known as open outcry. This type of auction is used in stock exchanges and commodity exchanges where traders may enter "verbal" bids and offers simultaneously. The other type of stock exchange is a virtual kind, composed of a network of computers where trades are made electronically via traders.
Actual trades are based on an auction market model where a potential buyer bids a specific price for a stock and a potential seller asks a specific price for the stock. (Buying or selling at market means you will accept any ask price or bid price for the stock, respectively.) When the bid and ask prices match, a sale takes place, on a first-come-first-served basis if there are multiple bidders or askers at a given price.
The purpose of a stock exchange is to facilitate the exchange of securities between buyers and sellers, thus providing a marketplace (virtual or real). The exchanges provide real-time trading information on the listed securities, facilitating price discovery.
The New York Stock Exchange (NYSE) is a physical exchange, also referred to as a listed exchange – only stocks listed with the exchange may be traded, with a hybrid market for placing orders both electronically and manually on the trading floor. Orders executed on the trading floor enter by way of exchange members and flow down to a floor broker, who goes to the floor trading post specialist for that stock to trade the order. The specialist's job is to match buy and sell orders using open outcry. If a spread exists, no trade immediately takes place—in this case the specialist should use his/her own resources (money or stock) to close the difference after his/her judged time. Once a trade has been made the details are reported on the "tape" and sent back to the brokerage firm, which then notifies the investor who placed the order. Although there is a significant amount of human contact in this process, computers play an important role, especially for so-called "program trading".
The NASDAQ is a virtual listed exchange, where all of the trading is done over a computer network. The process is similar to the New York Stock Exchange. However, buyers and sellers are electronically matched. One or more NASDAQ market makers will always provide a bid and ask price at which they will always purchase or sell 'their' stock.[5]
The Paris Bourse, now part of Euronext, is an order-driven, electronic stock exchange. It was automated in the late 1980s. Prior to the 1980s, it consisted of an open outcry exchange. Stockbrokers met on the trading floor or the Palais Brongniart. In 1986, the CATS trading system was introduced, and the order matching process was fully automated.

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Quotron’s success attracted the attention of Robert S. Sinn, who observed its disadvantages: it could only give a last price. The opening price, high and low for the day, and share volume were not available. His system used a digital computer to read ticker data and track the additional data on a magnetic drum storage unit, also transmitting the data to other magnetic drums in major cities. Local drums sent data to brokerages who would access it through desk units.
Sinn formed Ultronic Systems Corp. in January 1961. By the fall of that year Ultronics installed its first units in New York and Philadelphia, followed by San Francisco and Los Angeles. Ultimately Ultronics and General Telephone (which bought Ultronics in 1967) installed some 10,000 units world-wide.[10]

Quotron II Desk Unit.
Scantlin Electronics reacted immediately to the Ultronic threat. In early 1962 they began work on their own computer-based system and put it into service in December, 1962. It used four Control Data CDC 160A computers in New York which recorded trading data in magnetic core memory. Major cities hosted Central Office equipment connected to newly-designed Quotron II desk units in brokerage offices on which a broker could request, for any stock, price and net change from the opening, or a summary which included highs, lows, and volumes (later SEI added other features like dividends and earnings). The requests went to a Central Office, which condensed and forwarded them to the New York computer. Replies followed the sequence in reverse. The data was transmitted on AT&T's Dataphone high-speed telephone service. In 1963 the new system was accepted by many brokers, and was installed in hundreds of their offices.[9]
At the end of each day, this same system transmitted stock market pages to United Press International, which in turn sold them to its newspaper customers all over the world.
[edit]Am-Quote
In 1964 Teleregister introduced the Am-Quote system[11] with which a broker could enter code numbers into a standard telephone; a second later a pleasant (prerecorded) voice repeated the code numbers and provided the required price information. This system, like Ultronics’, made use of magnetic drums.

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A stock market or equity market is a public entity (a loose network of economic transactions, not a physical facility or discrete entity) for the trading of company stock (shares) and derivatives at an agreed price; these are securities listed on a stock exchange as well as those only traded privately.
The size of the world stock market was estimated at about $36.6 trillion at the beginning of October 2008.[1] The total world derivatives market has been estimated at about $791 trillion face or nominal value,[2] 11 times the size of the entire world economy.[3] The value of the derivatives market, because it is stated in terms of notional values, cannot be directly compared to a stock or a fixed income security, which traditionally refers to an actual value. Moreover, the vast majority of derivatives 'cancel' each other out (i.e., a derivative 'bet' on an event occurring is offset by a comparable derivative 'bet' on the event not occurring). Many such relatively illiquid securities are valued as marked to model, rather than an actual market price.
The stocks are listed and traded on stock exchanges which are entities of a corporation or mutual organization specialized in the business of bringing buyers and sellers of the organizations to a listing of stocks and securities together. The largest stock market in the United States, by market capitalization, is the New York Stock Exchange (NYSE). In Canada, the largest stock market is the Toronto Stock Exchange. Major European examples of stock exchanges include the Amsterdam Stock Exchange, London Stock Exchange, Paris Bourse, and the Deutsche Börse (Frankfurt Stock Exchange). In Africa, examples include Nigerian Stock Exchange, JSE Limited, etc. Asian examples include the Singapore Exchange, the Tokyo Stock Exchange, the Hong Kong Stock Exchange, the Shanghai Stock Exchange, and the Bombay Stock Exchange. In Latin America, there are such exchanges as the BM&F Bovespa and the BMV.
Market participants include individual retail investors, institutional investors such as mutual funds, banks, insurance companies and hedge funds, and also publicly traded corporations trading in their own shares. Some studies have suggested that institutional investors and corporations trading in their own shares generally receive higher risk-adjusted returns than retail investors.[4]

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A quotation board is a large vertical electronic display located in a brokerage office, which automatically gives current data on stocks chosen by the local broker. In 1929 the Teleregister Corporation installed the first such display, and by 1964 over 650 brokerage offices had them.
The information included the previous day’s closing price, opening price, high for the day, low for the day, and current price. Teleregister offered data from the New York, American, Midwest, Chicago Mercantile, Commodity, New York Cocoa, New York coffee and sugar, New York Mercantile, New York Produce, New York Cotton, and New Orleans Cotton exchanges, along with the Chicago Board of Trade.[7]
Some firms had a battery of telephone operators seated in front of a Teleregister board to supply commission houses with price and volume data. In 1962 two such batteries handled over 39,000 calls per day.[8]
In 1955 Scantlin Electronics, Inc. introduced a competitive display system very similar in appearance but with digits twice the size of Teleregister’s, fitting into the same board area. It was less expensive and soon was installed in many broker offices.
[edit]Stock market quotation systems

In the late 1950s brokers had become accustomed to several problems doing business with their customers. To make a trade, an investor had to know the current price for the stock. The investor got this from a broker who could find it on his board. If the last trade (or the stock itself) hadn't made it to the board (or there was no board) the broker telegraphed a request for the price to that firm's "wire room" in New York. There, such requests would be forwarded to the floor of the appropriate exchange, where messengers could copy down prices at the locations where those stocks were traded, and telephone answers back to the wire room. Typical elapsed times were between 15 and 30 minutes just to inform the broker.

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Electronic systems

[edit]Ticker tape
See the main article: Ticker Tape
In 1863 Edward A. Calahan of the American Telegraph Company invented a stock telegraph printing instrument which allowed data on stocks, bonds, and commodities to be sent directly from exchanges to broker offices around the country. It printed the data on 0.75 inches (1.9 cm) wide paper tape wound on large reels. The sound it made while printing earned it the name "stock ticker". Other inventors improved on this device, and ultimately Thomas Edison patented a "universal stock ticker", selling over 5,000 in the late 19th century.[3]
In the early 20th century Western Union acquired rights to an improved ticker which could deal with the increasing volume of stocks sold per day.[3]
At the time of the stock market crash in October, 1929, trading volumes were so high that the tickers fell behind, contributing to the panic. In the 1930s the New York Quotation Stock Ticker became widely used. A further improvement was in place in 1960.[3]
In 1923 Trans Lux Corporation delivered a rear projection system which projected the moving ticker onto a screen where all in a brokerage office could see it. It was a great success, and by 1949 there were more than 1400 stock-ticker projectors in the U.S. and another 200 in Canada. In 1959 they started shipping a Trans-Video system called CCTV which gave a customer a small video desk monitor where he could monitor the tickers.[6]
Competition, including Ultronics' Lectrscan electron wall system, led Trans-Lux to introduce the Trans-Luix Jet. Jets of air controlled lighted disks which moved on a belt on the broker's wall. Brokers ordered over 1000 units in the first six months, and by the middle of 1969 more than 3000 were in use in the U.S. and Canada.[6]

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On May 5, 1996, during a Saturday to Sunday night, a fire, suspected to be criminal, ravaged the trading room of Crédit Lyonnais; trading businesses have been transferred in a couple of days to a backup, or disaster recovery, site, in outer Paris.
On September 11, 2001, the attack against the World Trade Center destroyed the Cantor Fitzgerald's trading room and killed 658 persons, two-thirds of its workforce.[38] Yet business resumed about one week later.
[edit]Trading room and gambling

Trading rooms are also used in the sports gambling sector. The term is often used to refer to the liabilities and odds setting departments of bookmakers where liabilities are managed and odds are adjusted. Examples include internet bookmakers based in the Caribbean and also legal bookmaking operations in the United Kingdom such as William Hill, Ladbrokes and Coral which operate trading rooms to manage their risk. The growth of betting exchanges such as Betfair has also led to the emergence of "trading rooms" designed for professional gamblers. (reference: Racing Post newspaper 19/7/07) The first such establishment was opened in Edinburgh in 2003 but later folded. Professional gamblers typically pay a daily "seat" fee of around £30 per day for the use of IT facilities and sports satellite feeds used for betting purposes. Today there are eight such trading rooms across the UK, with two based in London - one in Highgate and one in Canary Wharf.

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Whether as an actor or as a simple witness, the trading room is the place that experiences any failure serious enough to put the company's existence at stake.
In the case of Northern Rock, Bear Stearns or Lehman Brothers, all three wiped out by the subprime crisis, in 2008, if the trading room finally could not find counterparts on the money market to refinance itself, and therefore had to face a liquidity crisis, each of those defaults is due to the company's business model, not to a dysfunction of its trading room.
On the contrary, in the examples shown below, if the failure has always been precipitated by market adverse conditions, it also has an operational cause :A fictitious trade gets possible whenever the system allows to post a trade to either a fictitious counterparty, or to a real counterparty, but for which the system sends neither a confirmation to that counterparty nor an automated message to the back-office, for settlement and accounting;
Hidden position, which are fraudulent, and excess over authorized positions, which is not, are also made possible by the absence of a mechanism of limits control with transmission of a warning to the Risk Department, or by the absence of reaction by the recipient of such a warning;
Some insider trading cases can be explained by the proximity, inside the trading room, of desks with conflicting interests, such as the one that arranges equity issues with that invests on behalf of customers.
Price manipulation is also possible if no control is made on the share of an instrument that is held in relation to the total outstanding on the market, whether this outstanding is the total number of stocks of a given corporate issuer, or is the open position of a listed derivative instrument;
Risk can be miscalculated, because it depends on parameters whose quality cannot be assessed, or because excessive confidence is put in the mathematical model that is used;
An erroneous valuation may stem from a fraudulent handling of reference prices, or because the lack of fresh quotations on an instrument, and the failure to consider an alternative, model-based, valuation, have led to the use of obsolete prices;
The lack of trader's control can be assessed by the weakness of the reporting required from him, or by the lack of expertise or critique by the recipients of this reporting;
A user entitlement may prove inadequate, either because it is granted by the hierarchy in contradiction with the industry's best practices, or because, though not granted, it is still enforced either because the system cannot manage it or because, by neglect, it has not been properly set up in that system;
Finally, a capture error may arise in a system with weak plausibility controls, such as that on a trade size, or with no « four eyes principle » mechanism, whereby a manifest anomaly would have been detected and stopped by a second person.

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In most countries the banking regulation requires a principle of independence between front-office and back-office: a deal made by the trading room must be validated by the back-office to be subsequently confirmed to the counterparty, to be settled, and accounted for. Both services must report to divisions that are independent from each at the highest possible level in the hierarchy[19] · .[20]
In Germany, the regulation goes further, a "four eyes' principle" requiring that every negotiation carried by any trader should be seen by another trader before being submitted to the back-office.
In Continental Europe, institutions have been stressing, since the early 1990s, on Straight Through Processing (STP), that is, automation of trade transmission to the back-office. Their aim is to raise productivity of back-office staff, by replacing trade re-capture by a validation process. Publishers of risk-management or asset-management software meet this expectation either by adding back-office functionalities within their system, hitherto dedicated to the front-office, or by developing their connectivity, to ease integration of trades into a proper back-office-oriented package.
Anglo-Saxon institutions, with fewer constraints in hiring additional staff in back-offices, have a less pressing need to automate and develop such interfaces only a few years later.
On securities markets, institutional reforms, aiming at reducing the settlement lag from a typical 3 business days, to one day or even zero day, can be a strong driver to automate data processes.
As long as front-office and back-offices run separately, traders most reluctant to capture their deals by themselves in the front-office system, which they naturally find more cumbersome than a spreadsheet, are tempted to discard themselves towards an assistant or a middle-office clerk. An STP policy is then an indirect means to compel traders to capture on their own. Moreover, IT-based trade-capture, in the shortest time from actual negotiation, is growingly seen, over the years, as a “best practice” or even a rule.

Depositors queuing to close their account with Northern Rock
Banking regulation tends to deprive traders from the power to revalue their positions with prices of their choosing. However, the back-office staff is not necessarily best prepared to criticize the prices proposed by traders for complex or hardly liquid instruments and that no independent source, such as Bloomberg, publicize.

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In program trading, orders are generated by a software program instead of being placed by a trader taking a decision. More recently, it is rather called algorithmic trading. It applies only to organised markets, where transactions do not depend on a negotiation with a given counterparty.
A typical usage of program trading is to generate buy or sell orders on a given stock as soon as its price reaches a given threshold, upwards or downwards. A wave of stop sell orders has been largely incriminated, during the 1987 financial crises, as the main cause of acceleration of the fall in prices. However, program trading has not stopped developing, since then, particularly with the boom of ETFs, mutual funds mimicking a stock-exchange index, and with the growth of structured asset management; an ETF replicating the FTSE 100 index, for instance, sends multiples of 100 buy orders, or of as many sell orders, every day, depending on whether the fund records a net incoming or outgoing subscription flow. Such a combination of orders is also called a basket. Moreover, whenever the weight of any constituent stock in the index changes, for example following an equity capital increase, by the issuer, new basket orders should be generated so that the new portfolio distribution still reflects that of the index. If a program can generate more rapidly than a single trader a huge quantity of orders, it also requires monitoring by a financial engineer, who adapts its program both to the evolution of the market and, now, to requirements of the banking regulator checking that it entails no market manipulation. Some trading rooms may now have as many financial engineers as traders.
The spread of program trading variants, many of which apply similar techniques, leads their designers to seek a competitive advantage by investing in hardware that adds computing capacity or by adapting their software code to multi-threading, so as to ensure their orders reach the central order book before their competitors'. The success of an algorithm therefore measures up to a couple of milliseconds. This type of program trading, also called high-frequency trading, conflicts however with the fairness principle between investors, and some regulators consider forbidding it.With order executions coming back, the mutual fund's manager as well the investment bank's trader must update their positions. However, the manager does not need to revalue his in real time: as opposed to the trader whose time horizon is the day, the portfolio manager has a medium to long term perspective. Still, the manager needs to check that whatever he sells is available on his custodial account; he also needs a benchmarking functionality, whereby he may track his portfolio performance with that of his benchmark; should it diverge by too much, he would need a mechanism to rebalance it by generating automatically a number of buys and sells so that the portfolio distribution gets back to the benchmark's.
Another software family, that of asset management, meets such kind of requirements. Bloomberg, Decalog, Apollo, Triple A, Sophis Value, SimCorp, are the main actors of this market.

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For organised markets products, processes are different: customer orders must be collected and centralised; some part of them can be diverted for internal matching, through so-called Alternative Trading Systems (ATS); orders with a large size, or on equities with poor liquidity or listed on a foreign bourse, and orders from corporate customers, whose sales contact is located in the trading room, are preferably routed either towards brokers, or to multilateral trading facilities (MTF); the rest goes directly to the local stock exchange, where the institution is electronically connected to.
Orders are subsequently executed, partially of fully, then allocated to the respective customer accounts. The increasing number of listed products and trading venues have made it necessary to manage this order book with an adequate software.
Stock exchanges and futures markets propose their own front-end system to capture and transmit orders, or possibly a programming interface, to allow member institutions to connect their order management system they developed in-house. But software publishers soon sell packages that take in charge the different communication protocols to these markets; The UK-based Fidessa has a strong presence among LSE members; Sungard Global Trading and the Swedish Orc Software are its biggest competitors.

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Telephone, used on over-the-counter (OTC) markets, is prone to misunderstandings. Should the two parties fail to clearly understand each other on the trade terms, it may be too late to amend the transaction once the received confirmation reveals an anomaly.
The first markets to discover electronic trading are the foreign-exchange markets. Reuters creates its Reuter Monitor Dealing Service in 1981. Contreparties meet each other by the means of the screen and agree on a transaction in videotex mode, where data are loosely structured. Its next generation product, an electronic trading platform called Dealing 2000, ported on Windows, is launched in 1989. Like EBS, which competes with it head-on from 1997, it mostly handles spot trades.
Several products pop up in the world of electronic trading including Bloomberg Terminal, BrokerTec, TradeWeb and Reuters 3000 Xtra for securities and foreign exchange. While the Italian-born Telematico (MTS) finds its place, in the European trading rooms for trading of sovereign-debt.
More recently other specialised products have come to the market, such as Swapswire, to deal interest-rate swaps, or SecFinex and EquiLend, to place securities loans or borrowings (the borrower pays the subscription fee to the service).
However, these systems also generally lack liquidity. Contrarily to an oft-repeated prediction, electronic trading did not kill traditional inter-dealer brokerage. Besides, traders prefer to mix both modes: screen for price discovery, and voice to arrange large transactions.[17]

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Within the investment bank, the trading division is keen to implement synergies between desks, such as:
hedging the currency risk born from foreign exchange swaps or forward positions;
funding by the money market desk of positions left open at end of day;
hedging bond positions by interest-rate futures or options contracts.
Such processes require mutualisation of data.
Hence a number of package software come to the market, between 1990 and 1993 : Infinity, Summit, Kondor+, Finance Kit,[14] Front Arena, (French) Murex and Sophis Risque, are quickly marketed under the umbrella of risk-management, a term more flattering though somewhat less accurate than that of position-keeping.[15]
Though Infinity died, in 1996, with the dream of the toolkit that was expected to model any innovation a financial engineer could have designed, the other systems are still well and alive in trading rooms. Born during the same period, they share many technical features, such as a three-tier architecture, whose back-end runs on a Unix platform, a relational database on either Sybase or Oracle, and a graphical user interface written in English, since their clients are anywhere in the world. Capture of transactions by traders, position-keeping, measure of market risks (interest-rates and foreign exchange), calculation of Profit & Loss (P&L), per desk or trader, control of limits set per counterparty, are the main functionalities delivered by these systems.
These functions will be later entrenched by national regulations, that tend to insist on adequate IT: in France, they are defined in 1997 in an instruction from the “Commission Bancaire” relative to internal control.[16]

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The development of the internet triggered the fall of the cost of information, including financial information. It hit a serious blow to integrators who, like Reuters, had invested a lot the years before to deliver data en masse and in real time to the markets, but henceforth recorded a wave of terminations of their data subscriptions as well as flagging sales of their data distribution and display software licences.
Moreover, the cable operators' investors lead to a huge growth of information capacity transport worldwide. Institutions with several trading rooms in the world took advantage of this bandwidth to link their foreign sites to their headquarters in a hub and spoke model. The emergence of technologies like Citrix supported this evolution, since they enable remote users to connect to a virtual desktop from where they then access headquarters applications with a level of comfort similar to that of a local user. While an investment bank previously had to roll out a software in every trading room, it can now limit such an investment to a single site. The implementation cost of an overseas site gets reduced, mostly, to the telecoms budget.
And since the IT architecture gets simplified and centralised, it can also be outsourced. Indeed, from the last few years, the main technology providers[who?] active on the trading rooms market have been developing hosting services.From the late 1980s, worksheets have been rapidly proliferating on traders' desktops while the head of the trading room still had to rely on consolidated positions that lacked both real time and accuracy. The diversity of valuation algorithms, the fragility of worksheets incurring the risk of loss of critical data, the mediocre response times delivered by PCs when running heavy calculations, the lack of visibility of the traders' goings-on, have all raised the need for shared information technology, or enterprise applications as the industry later called it.
But institutions have other requirements that depend on their business, whether it is trading or investment.

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Video display applications were not only wrapped up in cumbersome boxes, their retrieval-based display mode was no longer adapted to markets that had been gaining much liquidity and henceforth required decisions in a couple of seconds. Traders expected market data to reach them in real time, with no intervention required from them with the keyboard or the mouse, and seamlessly feed their decision support and position handling tools.
The digital revolution, which started in the late 1980s, was the catalyst that helped meet these expectations. It found expression, inside the dealing room, in the installation of a digital data display system, a kind of local network. Incoming flows converged from different data providers,[12] and these syndicated data were distributed onto traders' desktops. One calls a feed-handler the server that acquires data from the integrator and transmits them to the local distribution system.
Reuters, with its TRIARCH 2000, Teknekron, with its TIB, Telerate with TTRS, Micrognosis with MIPS, soon shared this growing market. This infrastructure is a prerequisite to the further installation, on each desktop, of the software that acquires, displays and graphically analyses these data.
This type of software usually enables the trader to assemble the relevant information into composite pages, comprising a news panel, in text format, sliding in real time from bottom to top, a quotes panel, for instance spot rates against the US dollar, every quote update or « tick » showing up in reverse video during one or two seconds, a graphical analysis panel, with moving averages, MACD, candlesticks or other technical indicators, another panel that displays competitive quotes from differents brokers, etc...
Two software package families were belonging to this new generation of tools, one dedicated to Windows-NT platforms, the other to Unix and VMS platforms.

technical analysis graphically shows a given asset's behaviour over a long or short period of time, in order to help anticipate the price's future path.
However Bloomberg and other, mostly domestic, providers, shunned this movement, preferring to stick to a service bureau model, where every desktop-based monitor just displays data that are stored and processed on the vendor's premises. The approach of these providers was to enrich their database and functionalities enough so that the issue of opening up their datafeed to any spreadsheet or third-party system gets pointless.
This decade also witnessed the irruption of television inside trading rooms. Press conferences held by central bank presidents are henceforth eagerly awaited events, where tone and gestures are decrypted. The trader has one eye on a TV set, the other on a computer screen, to watch how markets react to declarations, while having, very often, one customer over the phone. Reuters,[13] Bloomberg, CNN, CNBC each propose their news channel specially dedicated to financial markets.

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More recently, a profile of compliance officer has also appeared; he or she makes sure the law, notably that relative to market use, and the code of conduct, are complied with.
The middle office and the back office are generally not located in the trading room.
The organisation is somewhat simpler with asset management firms :
asset managers are responsible for portfolios or funds;
« traders » are in contact with « brokers », that is, with the above-mentioned investment banks'« sales »; however, this profile is absent from asset management firms that chose to outsource their trading desk.

UBS North-American HQ: the trading room is under the bowed rooftop
The development of trading businesses, during the eighties and nineties, required ever larger trading rooms, specifically adapted to IT- and telephony cabling. Some institutions therefore moved their trading room from their downtown premises, from the City to Canary Wharf,[2] from inner Paris to La Défense, and from Wall Street towards Times Square or New York's residential suburbs in Connecticut; UBS Warburg, for example, built a trading room in Stamford, Connecticut in 1997, then enlarged it in 2002, to the world's largest one, with about 100,000 sq ft (9,300 m2) floor space, allowing the installation of some 1,400 working positions and 5,000 monitors.[3]
The « Basalte » building of Société Générale is the first ever building specifically dedicated to trading rooms; it is fit for double power sourcing, to allow trading continuity in case one of the production sources is cut off.[4]
JP Morgan is planning to construct a building, close to the World Trade Center site, where all six 60,000 sq ft (5,600 m2) floors dedicated to trading rooms will be cantilevered, the available ground surface being only 32,000 sq ft (3,000 m2).[5]
[edit]Infrastructure

[edit]The early years
Telephone and teleprinter have been the broker's first main tools. The teleprinter, or Teletype, got financial quotes and printed them out on a ticker tape. US equities were identified by a ticker symbol made of one to three letters, followed by the last price, the lowest and the highest, as well as the volume of the day. Broadcasting neared real time, quotes being rarely delayed by more than 15 minutes, but the broker looking for a given security's price had to read the tape...

Teletype
As early as 1923, the Trans-Lux company installed the NYSE with a projection system of a transparent ticker tape onto a large screen.[6] This system has been subsequently adopted by most NYSE-affiliated brokers till the 1960s.
In 1956 a solution called Teleregister,[7] came to the market; this electro-mechanical board existed in two versions, of the top 50 or top 200 securities listed on the NYSE; but one had to be interested in those equities, and not in other ones...
During the 1960s, the trader's workstation was remarkable for the overcrowding of telephones. The trader juggled with handsets to discuss with several brokers simultaneously. The electromechanical, then electronic, calculator enabled him or her to perform basic computations.
In the 1970s, if the emergence of the PABX gave way to some simplification of the telephony equipment, the development of alternative display solutions, however, lead to a multiplication of the number of video monitors on their desks, pieces of hardware that were specific and proprietary to their respective data provider. Telerate, Reuters,[8] Bloomberg, Knight-Ridder,[9] Quotron, Bridge were the main actors of the financial data market, more or less specialised on the money market, foreign exchange, securities market segments, respectively, for the first three of them.

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A trading room serves two types of business:
trading, and arbitrage, a business of investment banks and brokers, often referred to as the sell side.
portfolio management, a business of asset management companies and institutional investors, often referred to as the buy side.
Brokers and investment banks set up their trading rooms first and large asset-management firms subsequently followed them.
The business type determines peculiarities in the organisation and the software environment inside the trading room.
[edit]Organization

Trading rooms are made up of desks, specialised by product or market segment (equities, short-term, long-term, options…), that share a large open space.
An investment bank's typical room makes a distinction between :
traders, whose role is to offer the best possible prices to sales, by anticipating market trends. After striking a deal with a sales, the trader arranges a reverse trade either with another trader belonging to another entity of the same institution or to an outside counterparty;
market-makers, acting like wholesalers. Trades negotiated by market-makers usually bear standard terms.
Sales make deals tailored to their corporate customers' needs, that is, their terms are often specific. Focusing on their customer relationship, they may deal on the whole range of asset types.

Desk
Many large institutions have grouped their cash and derivative desks, while others, such as UBS or Deutsche Bank, for example, giving the priority to customer relationship, structure their trading room as per customer segment, around sales desks.[1]
Some large trading rooms hosts offshore traders, acting on behalf of another entity of the same institution, located in another time-zone. One room in Paris may have traders paid for by the New York subsidiary, and whose working hours are consequently shifted. On the foreign exchange desk, because this market is live on a 24/24 basis, a rolling book organisation can be implemented, whereby, a London-based trader, for instance, will inherit, at start of day, the open positions handed over by the Singapore, Tokyo, or Bahrein room, and manages them till his own end-of-day, when they are handed over to another colleague based in New York.
Some institutions, notably those that invested in a rapid development (RAD) team, choose to blend profiles inside the trading room, where traders, financial engineers and front-office dedicated software developers sit side by side. The latter therefore report to a head of trading rather than to a head of

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A trading room gathers traders operating on financial markets. The trading room is also often called the front office. The terms "dealing room" and "trading floor" are also used, the latter being inspired from that of a open outcry stock exchange. As open outcry is gradually replaced by electronic trading, the trading room gets the only living place that is emblematic of the financial market. It is also the likeliest place within the financial institution where the most recent technologies are implemented before being disseminated in its other businesses.Before the sixties or seventies, the banks' capital market businesses were mostly split into many departments, sometimes scattered at several sites, as market segments: money market (domestic and currencies), foreign exchange, long-term financing, exchange, bond market. By gathering these teams to a single site, banks want to ease:
a more efficient broadcast of market information, for greater reactivity of traders;
idea confrontation on market trends and opportunities;
desk co-ordination towards customers.
[edit]Context

Trading rooms first appeared among United States bulge bracket brokers, such as Morgan Stanley, from 1971, with the creation of NASDAQ, which requires an equity trading desk on their premises, and the growth of the secondary market of federal debt products, which requires a bond trading desk.
The spread of trading rooms in Europe, between 1982 and 1987, has been subsequently fostered by two reforms of the financial markets organization, that were carried out roughly simultaneously in the United Kingdom and France.
In the United Kingdom, the Big Bang on the London Stock Exchange, removed the distinction between stockbrokers and stockjobbers, and prompted US investment banks, hitherto deprived of access to the LSE, to set up a trading room in the City of London.
In France, the deregulation of capital markets, carried out by Pierre Bérégovoy, Economics and Finance Minister, between 1984 and 1986, led to the creation of money-market instruments, of an interest-rate futures market, MATIF, of an equity options market, MONEP, the streamlining of sovereign debt management, with multiple-auction bond issues and the creation of a primary dealer status. Every emerging market segment raised the need for new dedicated trader positions inside the trading room.