Velocimetrics Taps Machine Learning for Automated Data Quality Analytics

The platform will undertake calculations to define what constitutes "normal" activity, and when abnormal activity impacts market quality.

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MDQ will enable clients to detect and receive alerts on market data quality issues, providing real-time actionable insights at the individual instrument and field level. MDQ triggers the alerts if price volatility or the time between ticks exceeds normal expectations, or if the bid or offer price stops ticking, allowing users to immediately access actionable insight and quickly stem the flow of stale data to algorithmic trading systems. This will help users avoid off-market pricing or flawed

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Systematic tools gain favor in fixed income

Automation is enabling systematic strategies in fixed income that were previously reserved for equities trading. The tech gap between the two may be closing, but differences remain.

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