May 17, 2010 Issue Abstract

The Electronic Marketplace: Machine-Readable Data Feeds Give Algorithms a Helping Hand With Millisecond News Filters. New systems are helping Wall Street firms, hedge funds, and money managers aggregate thousands of data feeds to filter and prioritize news and then generate buy and sell signals for their algorithms to execute trades.

Industry Alert: Private Equity Investment Facing Strong ‘Headwinds.’ The financial crisis has created ‘formidable’ challenges, including a $445 billion overhang for US private equity firms, reports Cambridge Associates.

Buy-Side Perspective: Asset Managers Say What Sell-Side Firms Must Deliver. The demands range from new trading tools to more transparency.

Editor’s Comment: Froth vs. Fundamentals. When 16 minutes of unaccountable trading can lop off $1 trillion in market value, it’s time to rethink what’s wrong with the system.

Spotlight: Capgemini Seeks to Sharpen Its Unique Value Proposition. Edward R. Merchant, Global Domain Solutions Leader, Capgemini Financial Solutions, offers a perspective on key trends affecting securities and investment firms.

Trading Analytics: Deltix’s Event-Based Modeling Gives Active Traders a Boost. We take a look at a unique tool for on-the-fly modeling of statistical arbitrage and other trading strategies.

Business Strategies: Silver Lake, Warburg Pincus Buy Interactive Data Corp. Pearson plc sells an innovative company in a $3.4 billion deal.

The News Network: NYSE Euronext Launches European Liquidity Data Center; DTCC Starts Valuing CDS Contracts in Currencies of Denomination.

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