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OneMarketData Partners With Columbia Business School For Quantitative Finance Research

The provider of tick data management and analytics will support the school's research.

OneMarketData, a provider of tick data management and analytics, announced that Columbia Business School will use OneMarketData's OneTick, the single solution for tick data management, analytics and complex event processing (CEP), to support the school's research in market microstructure and quantitative finance.

"Columbia Business School boasts many leading faculty with expertise in market microstructure, empirical finance, and quantitative finance that are working in many different aspects of today's high-frequency, stochastic and fragmented markets ranging from modeling and optimization of trading decisions to efficient market design and related policy questions," said Costis Maglaras, David and Lyn Silfen Professor of Business at Columbia Business School.

OneTick also offers built-in functionality that includes the analytics for examining market microstructure, modeling portfolios and a range of ready-to-use data filters. The advanced platform can operate on complex structures such as Order Books with nanosecond precision.

"From Modern Portfolio Theory and the Efficient Market Hypothesis to the Elliott wave theory, academia has always played a hugely important role in the world of quantitative finance," said Richard Chmiel, VP at OneMarketData.

Chimel added: "In order for our industry to continue to move forward, it is vital for those companies and institutions that use the work of academics to also support their research wherever they can. We believe that by assisting doctoral students at Columbia Business School , OneTick is helping to create the next generation of leaders in the financial industry."

Melanie Rodier has worked as a print and broadcast journalist for over 10 years, covering business and finance, general news, and film trade news. Prior to joining Wall Street & Technology in April 2007, Melanie lived in Paris, where she worked for the International Herald ... View Full Bio

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