Sybase and QuantHouse Team On Algorithmic Trading Strategies
Sybase and QuantHouse have formed a strategic alliance to jointly deliver a solution for back testing and regression testing for algorithmic trading strategies. The solution will enable financial services organizations to manage back testing on virtually any set of real-time and historic market data, the partners say. Central to this offering will be the ability...
The Low Latency Canary
The one constant in the world of financial markets IT is that nothing stays the same for very long. The world of market data feeds and the applications that process them is no exception. As data rates increase, and as processing systems (or any component of them) are upgraded and modified, performance can be hit....
Datafeed Dilemma
Q: When is a datafeed not a datafeed? A: When it’s a datafeed handler. When we were compiling our wonderful report Faster Than A Speeding Bullet: Low Latency Architectures And Building Blocks For Tomorrow’s Trading Applications, we included profiles of vendors who sell datafeed handlers. At first, we left out Reuters Data Feed Direct because...