Overview
Executing a trade faster than a competitor, while important, is only half of the battle. Recently, the drive in the financial markets has been focused on pure speed and low latency, however, forward looking firms are quickly adding intelligence to their latency-sensitive trading applications.
As investors look to trade different types of assets -- options, equities, derivatives -- from the same set of systems, increases in computerized and algorithmic trading are causing message traffic to grow exponentially in every asset class. Additionally, trading systems are straining to keep up with the volume and financial firms are adding real-time intelligence to their systems.
Join your industry peers at this Wall Street & Technology Executive Breakfast for an open dialogue on some of the latest industry low-latency trends, trading strategies and newest technology.
| At this event you will learn more about: |
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Why message volume is increasing 4-6 times annually. |
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How algorithmic trading is responsible for the exponential increase in message volume |
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Why the volume of options and derivatives trading is far outpacing increases in equities trading |
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Why the record growth in worldwide foreign exchange (FX) markets is being spurred by market players’ expanding focus on electronic trading, according to derivatives exchange CME Group. |
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