Sinan Baskan, Director of Business Development at Sybase, on Information Delivery [ Source: Sybase ]
July 2008- Managing and sustaining a continuous flow of data in a low latency environment is critical to organizations in the capital markets industry. Learn about successful strategies for delivering information to the point of use, across multiple groups, so that actual portfolio and trading decisions can be made in real time.

Low Latency and Private Optical Networks Equals Faster ROI [ Source: Ciena ]
August 2008- Financial markets firms are overwhelmed by market data and need to build applications and infrastructure that can deliver high performance and ultra low latency to source liquidity pools, execute trades, analyze risk and maintain a real-time order book. To be competitive, firms must receive data from direct exchange feeds and then push that data throughout the enterprise, explains Tom Rice, Research Director, TowerGroup. Firms of all sizes are turning to private fiber optic networks that ...

Real-time Data Feeds: Creating a Competitive Differentiator Through Event-Driven Trading [ Source: Bloomberg ]
November 2011- There's money in the microsecond. Traders today realize that market-moving insights can be gleaned from an ever-growing pool of unstructured data. Leading firms use complex strategies powered by machine readable news to compete in the low-latency space. Automated event-driven trading exploits market inefficiencies or volatility that arises in response to breaking news, economic releases and other events. While the average time it takes for news stories to move markets today is about 4 seconds, Bloomberg's Event-Driven ...

Sales and Service [ Source: CAPCO ]
April 2012- What are the forces reshaping the financial services industry? <br><br> Customer expectations are evolving and new channels are proliferating. Credit and market risks are growing. The lines between traditional and nontraditional banks continue to blur. These and other factors are having an unprecedented impact on the industry, compelling institutions to address competitive threats, solidify customer relationships, and strengthen fraud prevention and security measures. <br><br> How ...

Bloomberg Data Feeds - Creating a Competitive Differentiator through Event-Driven Trading [ Source: Bloomberg ]
June 2011- The emergence of global trading is driving several important trends, including the consolidation of exchanges, a realignment of industry coalitions, and the emergence of global trading standards. <br><br> Today's firms have to adapt to this new climate, while answering continuing calls for optimization and cost reduction. These changes will continue to force companies to embrace open standards and new technologies that promise to reduce system complexity and lifetime maintenance costs ...

Optical Networking for Capital Markets: The Bright Side of Dark Fiber [ Source: Ciena ]
August 2010- Nowhere is low latency networking more critical than in the financial services industry, where competitive differentiation and profitability are often measured in microseconds. In recent years, financial firms have made great strides in reducing software, system and intra-network latency to speed transactions dramatically. Now, recent advancements in fiber technologies, end-point hardware and service offerings have created significant opportunity for latency reduction beyond the trading firm’s own data centers.

Read this paper to ...

The Evolving Role of The Buy-Side Trader [ Source: SunGard Financial Systems ]
April 2010- SunGard recently commissioned a study on the evolving role of the buy-side trader in today’s dynamic economic environment, identifying challenges faced by traders today as well as those that need to be anticipated tomorrow. Based on their findings, SunGard concluded that choosing the right strategic technology partner while embracing new solutions is essential to tackling these challenges. SunGard’s Valdi helps firms trade multiple asset classes and source new liquidity for growth while managing ...

Measurement and Characterization of Latency in Trading Networks [ Source: Corvil Ltd ]
July 2008- Latency during busy periods can be much larger than the values seen during the rest of the trading day. By definition, the busy periods are the times when most traders want to trade. Therefore statistics measured during these periods are key metrics for understanding performance. Simple service level targets based on daily or even monthly values are a poor guide to the conditions that traders will experience in practice. This white paper enables readers to ...