The autumn season of 2010 holds the promise of extreme exchange action in the European arena as all of the major incumbent exchanges proceed with major investments in their matching engine, data centre and connectivity infrastructures. Clearly, this has all come in response to the arrival of a glut of multilateral trading facilities (MTFs) since the launch of the most successful of them – Chi-X Europe – back in mid-2007.
For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining infrastructure can take months and absorb significant budget before a single model is tested. At the...
The pursuit of lower latency in electronic trading hasn’t disappeared, but the engineering decisions behind it are becoming more selective. Rather than trying to make every component of the trading stack as fast as possible, firms need to determine where microseconds genuinely affect trading outcomes, where predictable performance matters more than absolute speed, and where...
Now in its 10th year, RegTech Summit London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to innovate the compliance function and response.
Valuations and pricing teams are facing a much higher degree of scrutiny from both the regulatory community and the investor community in the glare of the post-crisis data transparency spotlight. Fair value price transparency requirements and the gradual move towards a more harmonised accounting standards environment is set within the context of the whole debate...