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Real-time Data Feeds: Creating a Competitive Differentiator Through Event-Driven Trading

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Source: Bloomberg
Date: November 2011
Type: White Paper
Rating: (4)

Overview: 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 Trading feed - designed specifically for non-display algorithmic trading applications - enables you to act instantly.

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