Knight Introduces Algorithmic Pairs Trading Capabilities
09 2월 2010 - 10:30PM
PR Newswire (US)
JERSEY CITY, N.J., Feb. 9 /PRNewswire-FirstCall/ -- Knight Capital
Group, Inc. (NASDAQ:NITE) today announced the introduction of
algorithmic pairs trading capabilities for institutions designed to
increase fulfillment rates through improved liquidity sourcing and
a flexible, easy-to-use interface. Knight's pairs trading
capabilities include the following: -- Access to Knight's liquidity
in addition to displayed and dark markets using FAN technology --
Intuitive, easy-to-use front end to improve the trader experience
-- Flexibility for traders to easily create their own strategies --
Support for complex pairs trading strategies, including multiple
combinations of single securities, inverse pairs and set-up and
unwind functionality in a single pair -- Low-latency, high-volume
capabilities through robust server-side architecture vs. processing
via the front-end "The market environment in 2010 is ideally
positioned for pairs trading strategies," said Joseph Wald,
Managing Director, Knight Direct. "After the turmoil of the last
several years, investors are more interested than ever in managing
risk by taking a market neutral approach while residual uncertainty
remains. At the same time, merger and acquisition activity is
expected to continue to rise due to a reinvigorated investment
banking market, while robust issuance of preferred stocks has
created more opportunities to pair preferreds with their common
stock counterparts. Knight has the algorithmic pair trading
technology to help institutional traders make the most of these
opportunities." Traders use pairs trading strategies to capture the
spread between two or more related securities, keeping risk low by
remaining market neutral. Knight has combined pairs trading
capabilities with FAN, Knight's innovative aggregation technology
that sweeps and posts orders simultaneously in displayed and dark
markets. FAN employs smart order execution technology to adapt to
real-time trade executions and re-circulate an order to
destinations where trade executions are taking place. "One of the
greatest challenges in executing pairs is that the market can move
away in the time it can take to find liquidity in the multiple
securities included in a strategy," Mr. Wald said. "The application
of FAN to pairs trading helps locate disparate liquidity quickly
and anonymously, improving the likelihood that an execution can
take place and those strategies can be completed to a trader's
satisfaction." Knight's pairs trading and algorithmic suite are
available through Knight Direct EMS(TM), a broker-neutral
electronic trading platform covering multiple asset classes, via a
direct FIX connection, or major OMS and trading system providers.
Knight Direct's EdgeTrade strategies empower clients to maintain
market anonymity and reduce overall transaction costs, while
achieving their trading objectives. These agency smart order
execution strategies leverage real-time and historical data to help
clients execute orders by seeking out available liquidity among
fragmented displayed and non-displayed markets. Solutions include
FAN, Oasis, Covert and Sumo. Knight Direct also offers VWAP and
participation algorithms. The EdgeTrade algorithmic suite is
offered through Knight Direct LLC and Knight Equity Markets, L.P.,
members FINRA & SIPC and subsidiaries of Knight Capital Group.
The Knight Direct EMS(TM) is offered through Knight Direct LLC.
About Knight Knight Capital Group, Inc. (NASDAQ:NITE) is a global
capital markets firm that provides market access and trade
execution services across multiple asset classes to buy- and
sell-side firms. Knight's hybrid market model features
complementary electronic and voice trade execution services in
global equities and fixed income as well as foreign exchange,
futures and options. The firm is consistently ranked as the leading
source of off-exchange liquidity in U.S. equities. Knight also
provides capital markets services to corporate issuers. Knight is
headquartered in Jersey City, NJ with a growing global presence
across North America, Europe and the Asia-Pacific region. For more
information, please go to http://www.knight.com/. Certain
statements contained herein may constitute "forward-looking
statements" within the meaning of the Private Securities Litigation
Reform Act of 1995. These forward-looking statements are not
historical facts and are based on current expectations, estimates
and projections about the Company's industry, management's beliefs
and certain assumptions made by management, many of which, by their
nature, are inherently uncertain and beyond our control.
Accordingly, readers are cautioned that any such forward-looking
statements are not guarantees of future performance and are subject
to certain risks, uncertainties and assumptions that are difficult
to predict including, without limitation, risks associated with
changes in market structure, legislative or regulatory rule
changes, the costs, integration, performance and operation of
businesses recently acquired or developed organically, or that may
be acquired in the future, by the Company and risks related to the
costs and expenses associated with the Company's exit from the
Asset Management business. Since such statements involve risks and
uncertainties, the actual results and performance of the Company
may turn out to be materially different from the results expressed
or implied by such forward-looking statements. Given these
uncertainties, readers are cautioned not to place undue reliance on
such forward-looking statements. Unless otherwise required by law,
the Company also disclaims any obligation to update its view of any
such risks or uncertainties or to announce publicly the result of
any revisions to the forward-looking statements made herein.
Readers should carefully review the risks and uncertainties
disclosed in the Company's reports with the U.S. Securities and
Exchange Commission (SEC), including, without limitation, those
detailed under the headings "Certain Factors Affecting Results of
Operations" and "Risk Factors" in the Company's Annual Report on
Form 10-K for the year-ended December 31, 2008, and in other
reports or documents the Company files with, or furnishes to, the
SEC from time to time. This information should also be read in
conjunction with the Company's Consolidated Financial Statements
and the Notes thereto contained in the Company's Annual Report on
Form 10-K for the year-ended December 31, 2008, and in other
reports or documents the Company files with, or furnishes to, the
SEC from time to time. DATASOURCE: Knight Capital Group CONTACT:
Margaret Wyrwas, Senior Managing Director, Communications,
Marketing & Investor Relations, Knight Capital Group, Inc.,
+1-201-557-6954, ; Kara Fitzsimmons, Director, Media Relations,
Knight Capital Group, Inc., +1-201-356-1523, ; or Jonathan Mairs,
Vice President, Corporate Communications, Knight Capital Group,
Inc., +1-201-356-1529, Web Site: http://www.knight.com/
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