file-o file-pdf-o file-word file-excel file-powerpoint file-image file-archive file-audio file-movie file-code file-openoffice file-css menu googleplus facebook instagram twitter feed youtube vimeo2 lanyrd flickr picassa deviantart github wordpress blogger tumblr yahoo soundcloud skype linkedin lastfm delicious stumbleupon stackoverflow pinterest foursquare cross arrow-left arrow-down arrow-up arrow-right arrow-left2 arrow-down2 arrow-up2 arrow-right2 arrow-left3 arrow-down3 arrow-up3 arrow-right3

You are here

2014 Program


Thursday, November 6, 2014 at 2:15 PM

T2:15D InformationXchange: Netrix

Buckingham

The Use of Distributed Computing in Hyper Contextual Trading

High frequency trading is declining - down from 70% of equity volume to less than 50%. Hyper-contextual trading (HCT) is the next discontinuity in the market.  HCT is the real time assimilation of both classic news feeds (Bloomberg, Thomson-Reuters, AP, CNN) & social media feeds (Twitter, Facebook, LinkedIn, Blogs, etc.) in order to exploit market news for competitive trading advantages. It will all be driven by analytics to ingest, process, and derive insights at speed to exploit market discontinuities. It's all about distributed computing and performance; latency is becoming table stakes, and is no longer a differentiator. Firms and their IT environment will need to pre-digest hundreds of information feeds in real time (classic market data and news/social feeds will each exceed 40 MM MPS by 2016) and this requires highly specialized programming and network equipment.

Speaker:

Andrew Bach, Chief Architect, Financial Services, Juniper Networks