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Events
Algo Trading Solutions for Volatile, High-Volume Markets
Best Practices & Pitfalls from Research to Production
Date: 13th November 2008
Location: Union Square Ballroom, 27 Union Square West, New York, NY
Details: What You’ll Learn
The recent volatility in global markets has made algo trading even more challenging –
and more potentially rewarding. If you are...
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Book here
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- Building or buying an algo trading solution
- Fine-tuning an existing platform due to recent volatility
- Optimizing data, hardware and software to improve performance and/or reduce latency
Please join us as we discuss:
- Best practices for designing, testing and implementing algo trading platforms.
- Common (and not so common) pitfalls to avoid when using historical market data to
develop and back-test trading, execution and risk models.
- How to fine-tune your algo system’s hardware & software for the lowest latency possible.
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Representatives from First Derivatives, Sun Microsystems and Tick Data will discuss current trends
and challenges facing algo traders and IT professionals in these highly volatile markets.
Learn how market-leading technologies from First Derivatives, Sun Microsystems and Tick Data work
together to create a highly-effective, optimized development and execution environment for complex
quantitative trading strategies.
Register today! The seminar is free, but space is limited.
Event Agenda
- 5:00pm Registration
- 5.30pm Program
- 6.30pm Cocktails and hors d'oeuvres
Book here
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Selected RNS Announcements
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 15th September 2008, London Stock Exchange (RNS) - Acquisition
more
28th August 2008, London Stock Exchange (RNS) - Annual Report & Accounts
more
View All
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