Latency: The lower you go, the harder it gets -- webcast

This webinar is no longer available.

Low-latency data remains a must-have for firms with speed-sensitive trading strategies, but today's latency race is becoming increasingly competitive. Due to the high cost of latency projects and budget constraints, some firms have abandoned the ultra-low latency race. Those with the budgets and who are technology savvy are employing new technologies and closely monitoring their data architectures with fresh ideas to accelerate down the final stretch of latency reduction, while others are applying strategies to less latency-sensitive asset classes and datasets, or focusing efforts on Big Data rather than fast data. This webcast will explore these trends and more:

-- What aspects of a firm's infrastructure contribute the most latency, what should firms assess when making large investments to reduce latency, and which are the most/least cost effective and easiest/hardest to tackle?
-- With the appeal of potentially higher returns from less-latency sensitive asset classes such as derivatives and fixed income, what are the key latency challenges associated with alternative asset classes and content sets, and how might these change as OTC derivatives trading moves to exchange-style platforms?
-- What is driving some firms to abandon low-latency efforts in favor of Big Data projects? What are the latency challenges associated with Big Data, and what types of technologies are useful for reducing the time needed to carry out large-scale scenario analysis, back-testing and processing?

Speakers:
* Jogi Narain, CTO, FGS CAPITAL
* Hans Henrik Hovmand, Market Data Manager, DANSKE BANK
* Gil Tene, CTO and Co-Founder, AZUL SYSTEMS
* Bill Ruvo, Global Business Head, Real Time Feeds Enterprise Capabilities, THOMSON REUTERS
* Moderator: Faye Kilburn, US Reporter, INSIDE MARKET DATA

This webinar is no longer available.