BigDataForFinance.com’s sister community – Low-Latency.com – just conducted an insightful Q&A with Rich Brown, who leads machine readable news programs at Thomson Reuters. It’s a topic that spans both low latency and big data, and you can read it here.
To remain competitive in today’s electronic markets, firms need trading architectures that support rapid innovation, effortless integration of new capabilities, and the agility to respond to shifting market demands. This is prompting technology leaders to move beyond the traditional “Buy vs. Build” debate, a false dichotomy that oversimplifies the choice between generic, off-the-shelf platforms and...
Nearly 60 years ago, Melvin Conway observed that an organisation’s technology will inevitably mirror its internal structure. It’s a law that has aged uncomfortably well in capital markets, where billions spent on trading, risk and analytics systems have produced vertical stacks that reflect business-line org charts rather than the horizontal data flows firms now need...
Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.
Welcome to the fifth edition of A-Team Group’s Entity Data Management Handbook, sponsored for the fourth year running by entity data specialist Bureau van Dijk, a Moody’s Analytics Company. The past year has seen a crackdown on corporate responsibility for financial crime – with financial firms facing draconian fines for non-compliance and the very real...
