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Old Friends, Familiar Faces, Some Surprises

I am posting this from the San Francisco Bay Area, and it just struck me that a couple of major players from these parts were recently the subject of posts on this portal.  What’s more, they are companies that – despite being once huge on Wall Street – I hadn’t expected to be covering in…

Can FPGAs Overcome the FUD?

So, those party animals at Activ Financial have invited me to a little gathering tonight – at the Nasdaq MarketSite in Times Square – to formally launch ActivFeed MPU, their new hardware-accelerated feed handling software.  It should be an great event, and I’m looking forward to finding out more about the black art of programming FPGAs (that’s…

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….

Too Early To Be Skeptical

In his blog last week, Andrew said he’s skeptical that advantages from investing in low latency infrastructure will be anything other than short lived. I tend to share his opinion that low latency is passing through, though I am less of a skeptic (Andrew’s turning French). To me, the current focus on low latency is…

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…

The New Cross-Asset Trading Challenge

The traditional separation of asset classes into distinct business organizations with incompatible trading systems is an idea whose time has ended. Today the growing quest to automate every variety of asset trading – and in so doing to make possible the trading of assets among different classes – has created a growing business case for…

Low Latency Crowd Braces For Hardware Acceleration

The era of software-based market data systems running on generic server and desktop hardware is now well through its second decade. The lifeblood of any large trading floor flows through the veins of its digital data distribution system. When the flow stops, all hell breaks loose. Our firm, TSAssociates, is in the business of preventing…

Bank Deploys Aleri Stream-Processing Platform for Ref Data

Stream-processing technology is big news in the market data world, where the demands of algorithmic trading are driving investment in solutions to support high-volume, low-latency, fast-moving environments. To date, it has not been widely suggested that low latency was so important in the context of reference data, but an early sign that streaming technology could…