On-Demand Webinar:
The Execution Advantage of Algo Trading – Seeking Alpha in a Precipitous Financial Climate
Description:
Today’s market conditions leave no room for error, especially when being behind the market can cost millions of dollars and undermine the viability of a firm. Increasing data volumes, diverse asset classes and an array of execution venues are only a subset of the variables affecting the algorithmic equation. It’s a complex game that requires all components be optimized and aligned to achieve full execution advantage regardless of market volatility. This situation is forcing firms to re-examine their trading infrastructures, many of which lack the scalability, capacity and compute power required to optimally address growing data processing demands.
This webinar, featuring Adam Honoré of Aite Group, will highlight the drivers of algo trading in relation to the precipitous financial climate, market data and technology trends. It will also examine how regulatory and real-time risks impact high-performance trading strategies, and explain why speed, scalability and stability are crucial to long-term execution success.
Join us for this online event and discover how to seamlessly:
- Align algo trading with speed, scalability and stability requirements
- Analyze the algo ecosystem from feed handlers to containers and order routers
- Manage market data infrastructure challenges and breakthrough performance bottlenecks
- Develop preemptive strategies for risk management and prepare for regulatory requirements
- Handle escalating data volumes while managing compute footprint
- Transform infrastructures and add alpha-generating applications to drive profitability
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On-Demand Webinar:
The Discipline of Options Market Leaders - Moving Beyond Low Latency to Drive Profitability
Description:
Numbers don’t lie. Options data and transactional information volumes are continuing to rise along with growing market volatility. To maintain profit advantage during changing market conditions, many financial firms are pursuing cross-asset strategies and adding options processing to their trading environments. While the options game is heavily tied to technology, its demands differ from traditional asset classes and require a reasoned and disciplined approach to financial services architecture and implementation to ensure success.
This webinar, featuring Kevin McPartland of TABB Group, highlights the virtues of options trading in relation to technology trends, and examines how options market leaders are effectively leveraging technology to gain competitive advantage. It also explains why low latency is but one piece of an options equation that also includes stability, predictability and scale.
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