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Special Report: High Performance Technologies for Trading FREE - A-Team Wire
Algorithmic Trading Directory - 2010 Edition
Now in its third edition, the A-Team Algorithmic Trading Directory is firmly established as the source of record for the main providers of trading strategies for the buy side, and its arrival is enthusiastically anticipated as part of the electronic trading calendar.
We’re happy to report that the directory has grown again this year, with 22 suppliers profiled, and once again we owe a debt of gratitude to our sponsors, Fidessa and NYSE Technologies.
Special Report: FIX Community
The Financial Information Exchange (FIX) protocol began life in the early 1990s as an attempt to streamline financial transaction messaging between Salomon Brothers and Fidelity. It has since grown into the industry standard for transaction messaging between sell-side and buy-side practitioners worldwide, and is being adopted by exchanges and other execution venues as the messaging protocol for trading participants.
Special Report: Connecting to Today’s Fast Markets
Download this special report for FREE now! Click the link below.
Low latency connectivity has enjoyed a resurgence of interest as high-performance trading architectures become a reality. Early interest in the low-latency ‘vision’ may have been interrupted by the global financial crisis, but no matter: low latency is back, and providing the catalyst for the explosion in high frequency trading.
As liquidity continues to fragment – in the US and globally – electronic trading operations are demanding connectivity to a broader array of execution venues. As well as traditional exchanges, traders today need access to alternative trading systems, including electronic communications networks, dark pools and multilateral trading facilities (MTFs). Securing and maintaining a robust, high-performance connectivity solution is key to providing comprehensive market access.
Trading Beyond the Horizon: Fragmentation Drives Multi-Market Execution
A new industry briefing from A-Team Group and CFN Services
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 performance analytical, algorithmic and order routing platforms with the lowest latency access to multiple, geographically dispersed execution venues.
New Cinnober White Paper: Lowering Door-to-Door Latency to 25 Microseconds within 18 months
New Cinnober White Paper: Lowering Door-to-Door Latency to 25 Microseconds within 18 months
Today speed is crucial to any trading venue that wants to stay competitive. At the same time, with high-frequency trading gaining an increasing share of overall volumes, the ability to manage rising transaction volumes is also a necessity.
In 2007, Cinnober published a white paper which established some best practices for measuring latency in financial markets, and publishing the results in a clear and understandable fashion. Cinnober also disclosed benchmark figures of its own trading platform with a level of transparency seen neither before nor since, showing that the context of the testing environment is of the utmost importance. Since that paper was published, latency has become a widely-used metric.
