Data
WatersTechnology has been focusing on market and reference data issues across the capital markets for over 30 years, covering topics such as data management and governance, analytics, regulation and data quality. Combining news, events, awards, research and thought-leadership, this site should be a resource hub to help educate the market on these areas.
Lower cross-border latencies open HFT opportunities
Automated and high-frequency trading in Asia have generally lagged behind US and European markets. But as low-latency data availability increases, that may soon change.
Bank's corporate actions overhaul 'saves hours,' but industry still seeks elusive silver bullet
Although some market participants are trying to automate corporate actions internally, full STP is unattainable without end-to-end buy-in from all participants along the event lifecycle.
Rapid read: Capital markets data and analytics research insights
Key findings from a recent data and analytics survey and whitepaper
Waters Wavelength Podcast: MayStreet’s Kimmel on the NMS plan
MayStreet chief policy officer Manisha Kimmel joins the podcast to talk about how national markets system data is charged for.
Realizing data opportunities in the securities industry
Digitized securities markets depend on efficient flows of structured data, but the lack of standardized data models could soon start to impede their growth.
Data-Driven Execution—Looking Back to See Forward
Reviewing favorable outcomes and attempting to replicate them is by no means a new concept across the capital markets. Portfolio managers, execution professionals and risk managers use this principle to drive their decisions, although it is really only…
Solving the Data Challenge—Technical Solutions for Optimization of Risk Management, Capital and Liquidity Resources
Since the financial crisis that began in 2007–08, regulatory pressure on requirements around capital adequacy, liquidity, funding, balance sheet size and leverage has become increasingly intense. As a consequence, financial institutions need to manage…
This Week: Bloomberg/Goldman Sachs, Broadridge, Rimes, and more
A summary of some of the past week's financial technology news.
People Moves: Exegy, SEC, Clearwater Analytics, KopenTech, Lightspeed, Databricks
A look at some of the key people moves from this week, including Craig Schachter (pictured), who joins Exegy as chief revenue officer
A Fireside Chat Part II with Andrew Barnett (RIMES Technologies)
Andrew Barnett chats to Victor Anderson about RIMES' Lean Data Management service, buy-side demand for ESG data, and firms' changing outsourcing preferences.
Dutch asset manager turns to decision trees for currency predictions
APG has improved prediction accuracy for G10 currency movements after adopting decision tree-based machine learning.
Deutsche Bank leverages AI for securities services
The bank’s client segmentation offering creates more targeted post-trade offerings, while its prediction engine can help reduce settlement failures.
ThisWeek: Glue42/Deephaven Data Labs, Brown Brothers Harriman, Dash Financial and more
A summary of some of the past week's financial technology news.
Waters Wavelength Podcast: Episode 236 (Market data, ESG, and interoperability)
Wei-Shen and Tony talk about WatersTech’s three biggest stories of the week.
Exegy, Vela merge; say scale will fuel further acquisitions
The deal will create growth synergies between the vendors' trading systems, and provide an execution capability based on Exegy's trading signals.
Waters Wavelength Podcast: Asian exchanges
Keiren Harris, a strategy-based market data consultant and founder of DataCompliance, joins the podcast to talk about exchanges in Asia and their data strategies.
This Week: JP Morgan, Deutsche Börse, Refinitiv, and more
A summary of some of the past week’s financial technology news.