Davis Selected Advisers Turns to Linedata Longview for Business Support

New York-based investment management firm Davis Selected Advisers is working with Linedata to implement the vendor’s Longview order management system (OMS) as it grows its mutual funds business based on segregated accounts.

(more…)

03 Oct 2011
 
 
Linedata Longview Chosen by Davis Selected Advisers FREE - A-Team Wire

21 Sep 2011
 
 
 
Pohjola Chose Quasar eFX from Aphelion FREE - A-Team Wire

01 Jul 2011
 
 
 
 
Special Report: Barclays Capital Futures Team Follows Customer Lead to New Venue

Barclays Capital’s futures team is on the move, responding to the late March opening of the NYSE Liffe US futures market and working with clients to develop algorithms for futures trading that form part of the company’s wider and proprietary BARX multi-asset class e-trading solution.

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07 Jun 2011
 
 
Special Report: Quantitative Brokers Seeks Alpha and Adds Venues for Interest-Rate Algo Trading

Quantitative Brokers (QB) was set up in 2008 with the intention of delivering best execution algorithms and cost measurement for order placement in the US interest-rate futures market. Its first clients went live in mid-2010. And while the firm is small – with just six full-time employees – its ambitions are big, based in great part on its ability to differentiate through technology.

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01 Jun 2011
 
Drowst Selects Orc Software for VIX Options Quoting and Trading

Chicago-based broker dealer Drowst is up and running with Orc Trader for VIX options quoting and trading, just weeks after a contract between the companies was closed in the first quarter of the year.

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23 May 2011
 
 
Kyte Goes Live with Geneos Feed Latency Monitor to Manage Global Data

Futures commission merchant Kyte Group has become the first ITRS Geneos user to move into production with the company’s Feed Latency Monitor, an addition to the Geneos real-time monitoring and performance management solution that can measure latency across a number of exchange feeds and alert users to delays or gaps in the feeds.

View the full article on Low-Latency.com

28 Mar 2011
 
Rafferty Capital Markets Implements SunGard Valdi Trading Elements

New York-based broker dealer Rafferty Capital Markets has implemented elements of SunGard’s Valdi trading suite to develop a market making desk and support inbound client connectivity and outbound direct market access for its institutional trading business.

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17 Mar 2011
 
 
 
QuantHouse and Otkritie Partnership Extends Access to Russian Markets

russia-picQuantHouse is finalising access to Russia’s Micex and RTS exchanges for its high frequency trading clients in the wake of a partnership forged with Russian financial giant Otkritie. In turn, Otkritie will use a QuantHouse market data feed and the company’s QuantFactory automated trading platform to support its own clients trading on the Russian exchanges.

View the full article on Low-Latency.com

25 Feb 2011
 
 

 

Monthly A-Team Insight
A-Team's flagship news and analysis publication, with the best of A-Team's coverage of the Electronic Trading, Low-Latency Connectivity, Market Data, Reference Data and Risk Management Technology segments. With in-depth features and interviews with key newsmakers, A-Team Insight gives busy financial IT executives all they need to know to stay on top of our fast-moving industry.
 
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29 Mar 2012
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08 Dec 2011
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White Paper: Demystifying Exchange Colocation
10 Jun 2011
White Paper: Optimising Value from High Performance Connectivity
09 May 2011
Algorithmic Trading Directory - 2011 Edition
15 Apr 2011
Fixed Income & Foreign Exchange Directory
11 Oct 2010
Alternative Trading Systems Directory – 2010 Edition
15 Sep 2010
 
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