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Introduction to Complex Event Processing (CEP) in Capital Markets [ Source: Sybase ]
April 2012- This free Sybase presentation provides a high-level overview of Complex Event Processing (CEP). It begins by defining CEP and its capital markets applications, and culminates with the powerful Sybase CEP platform and its features and benefits.

[WHITE PAPER]
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Execution Analytics: Real-Time Challenges and Directions in Institutional Trading [ Source: Sybase ]
April 2012- This white paper looks at managing securities trading data based on a robust process and technology infrastructure. It studies real-time analytics and Complex Event Processing (CEP) and the roles they play in the management of diverse data sets.

[WHITE PAPER]
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Real Time Risk Monitoring [ Source: Sybase ]
January 2012- The credit crisis is demonstrating that financial institutions have inadequate tools to manage strong forces of risk. This white paper shows the success of using a visual data analytics platform to monitor and manage positions/exposure in real time.

[WHITE PAPER]
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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 ...

[WHITE PAPER]
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Risk Management Systems – Flaws, Fixes and Future Plans [ Source: Sybase ]
June 2010- Virtually every risk professional agrees that today’s financial services organizations need to analyze more data in less time so they can make better trading and risk management decisions. Yet, the fact is, most firms are still processing their risk at the end of their trading day.

So is your firm doing about it? Wonder what your peers are doing? See for yourself in this FREE report, “Risk Management Systems – Flaws, Fixes and ...

[RESEARCH/ANALYST REPORT]
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Equinix and CFN Services Enable Lowest Latency Connectivity and Collocation Services [ Source: CFN Services ]
June 2010- Equinix enables CFN Services to continue to meet the demands of providing lowest latency solutions via their Low Latency Global Exchange Infrastructure, consisting of over 25 data centers across 6 countries.

[CASE STUDY]
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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 ...

[WHITE PAPER]
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Trading Beyond the Horizon [ Source: CFN Services ]
January 2010- In 2010, financial markets participants will continue to expand their trading activities as liquidity increasingly becomes fragmented, seeking alpha in new markets, best execution in dark pools, arbitrage opportunities across the order book and by implementing high frequency and complex, multi-leg, cross asset class strategies. The successful operations – whether they be the proprietary desks of traditional broker/dealers, specialist high frequency and algorithmic traders, or quantitative hedge funds – will leverage a trading infrastructure that combines high ...

[WHITE PAPER]
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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 ...

[WHITE PAPER]
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Low-Latency, High-Performance Optical Networking Solutions: Helping Financial Services Gain Competitive Edge [ Source: Ciena ]
October 2009- Financial services firms specializing in high frequency trading are looking to reduce network latency anywhere within the algorithm-based trading workflow. In the past, efforts to reduce latency have been implemented with super-fast computers, faster software, and faster storage connections. Today, saving fractions of seconds by reducing data transport latency in network systems and fiber-based transport networks is receiving more attention. In addition, since low-latency market data is uncompressed and trading volumes are increasing so rapidly, ...

[DATA SHEET]
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