Latency Webcast

latency-webcast1

As algorithmic and high-frequency trading strategies become more accessible and more competitive, low-latency market data continues to attract increasing spend to support the fastest trading strategies using the most timely data. And as these strategies expand to other asset classes, other business areas are now adapting their infrastructures to support low latency, while its benefit is being scrutiny from budget-setters and regulators alike.

• How strong is demand for low-latency data and technologies across different asset classes, and what level of latency is competitive?
• What can the industry do to continue reducing latency, and how are cost pressures affecting firms' ability to invest in low-latency content and technologies?
• What other areas of a business can benefit from low-latency data, and what data typed could latency become an issue for in future?

Speakers:
• Matt Davey, Product Manager, CORVIL
• Alejandro Canete, Head Quant Developer, PAN ALPHA TRADING
• Junming Han, Lead Architect HF Platform, BANK OF AMERICA MERRILL LYNCH
• Jitesh Ghai, Director, Messaging Business Unit, INFORMATICA
• J. Barry Thompson, Founder and Chief Technology Officer, TERVELA
• Max Bowie, Editor, INSIDE MARKET DATA (Moderator)

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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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