The development of complex event processing (CEP) has given traditional asset managers and hedge funds the opportunity to incorporate a variety of front-, middle- and back-office operations into these platforms. Some have found such environments particularly well suited to the exceptionally fast, data-intensive rigours of high-frequency trading (HFT) strategies. Although CEP is not necessarily appropriate for all managers engaged in HFT, those
firms that have implemented it for these trading act
Anthony and James delve into how the systematic internalizer regime is shaping up, and then examine the regtech sector.Subscribe to Weekly Wrap emails
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