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Overview:
In the evolving financial markets, ever-more complex quantitative analyses are performed. Some constantly assess the market risk of portfolio exposures, while others calculate the probability of reward for various strategies in the continually shifting markets. Increasingly, algorithmic trading programs automatically execute the trade orders that result. With the growing adoption of the AMD Opteron processor, high performance computing for quantitative modeling and algorithmic trading in the financial markets likely will increase. Simulation modeling techniques quantify market risk, measuring the probability and magnitude of potential loss due to change in prices. As market liquidity decreases, typically price volatility and, hence, market risk increases. With the recent introduction of decimalization, the U.S. equity market structure dramatically changed.
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| Format: | Size: | 115 KB | |
| Date: | Oct 2006 | ||
| Pages: | 5 |
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