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The Trading Mesh

Performance Considerations in FX Trading Platforms


In this article, Mike O’Hara talks to Ash Gawthorp, Matt Barrett, Andy Phillips and Dan Marcus about how technology challenges - particularly around performance – are being addressed as both the retail and the professional FX trading sectors adopt new trading platforms. Topics covered include:

- Performance of mobile trading apps, and replicating the end-user experience
- Challenges around cross-platform development
- Satisfying the needs of professional and institutional traders
- Dealing with growth in message volumes
- Can randomization prevent ‘gaming’?

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FPGA – Beyond Market Data


In this article, Mike O’Hara talks to Mike Schonberg, Laurent de Barry, Nicolas Karonis and Henry Young about how and where FPGA technology is increasingly being used in low-latency trading operations, beyond the traditional areas of market data acquisition and distribution. Topics covered include:

- How FPGA is used to improve the efficiency of microwave networks
- OS kernel bypass and TCP bypass via FPGA
- Latest developments in pre-trade risk using FPGA
- Measuring latency through instrumentation at the FPGA firmware level
- Future possibilities with ARM core co-processors

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Bringing Transparency and Scale to the Bullion Investment Market


In this article, Mike O’Hara, in conversation with Seamus Donoghue of Allocated Bullion Solutions and Peter Fredriksson of Baymarkets, looks at how the introduction of a new centralized trading platform in Singapore is bringing about greater transparency to the physical gold market in the region. Topics covered include:

- Challenges around opaque pricing in the Bullion market
- The need for a centralized electronic marketplace
- Opening up the market by adopting a hybrid approach to trading systems
- Accessing untapped Assets Under Management

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Addressing the Challenges of Post-G20 Interest Rate Hedging


In this article, Mike O’Hara, in conversation with Hirander Misra, Andrew Chart and Philip Simons – discusses the main challenges that buy-side firms face when trying to cost-effectively hedge their interest rate exposures in the post-G20 landscape. Topics covered include:

- How and why are swap costs increasing?
- What are the challenges with swap futures?
- What is different about GMEX's constant maturity approach?
- Why is the diversity of market participants important?
- Issues around clearing and post-trade operations

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Transforming Quant Trading Applications With Persistent Flash Memory


How is the implementation of persistent flash memory having a transformative effect on application performance at quantitative hedge funds, particularly where large amounts of data are analysed.?

In this article, we speak with the CTO of a leading quantitative hedge fund, along with Steve Willson, VP Technology Services EMEA at Violin Memory, to gain some insight on how and where flash memory is used in such environments and where performance improvements are being realized.

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The Reactive Manifesto in Financial Markets – Trend or Fad?


In this article, Mike O’Hara, in conversation with Jonas Bonér, Greg Young, Martin Thompson and Jan Machácek – investigates the core principles behind the recently published The Reactive Manifesto, and its relevance to system design in today’s Financial Markets. Topics covered include:

- Why is there a need for a Reactive Manifesto?
- How does it apply specifically to financial markets?
- Is it only relevant to trading applications or can it be applied elsewhere?
- What are the challenges around wider adoption of the Reactive Manifesto?
- Factoring in Conway's Law

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Our Videos

 

Hirander Misra, Andrew Chart and Renaud Huck discuss new initiatives in the interest rate derivatives markets

 

Theo Hildyard of Software AG discuss the impact of streaming analytics on financial markets

 

Stéphane Tyc of Quincy Data and McKay Brothers discusses how microwave is democratizing low-latency trading

 

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Featured White Papers

Case Study: Accelerating Back Testing of Algorithmic Trading Strategies

Algorithmic trading has become ever more popular in recent years – accounting for approximately half of all European and American stock trades placed in 2012. The trading strategies need to be back-tested regularly using historical market data for calibration and to check the expected return and risk. This is a computationally demanding process that can take hours to complete. However, back-testing the strategies frequently intra-day can significantly increase the profits for the trading institution.

Click here to read this Xcelerit Case Study

 

Beyond Latency in the Moscow Markets

Russia’s central financial marketplace has evolved so rapidly that it is now primed to become a key international hub, and the finance organisations able to anticipate and quickly adapt to this fast-changing environment will clearly emerge as market leaders. This whitepaper discusses the current state of Russia’s electronic financial markets, and addresses the issues that need to be understood regarding infrastructure and connectivity challenges in Moscow.

Click here to read this IXcellerate White Paper

 

Java Without the Jitter - Achieving Ultra-Low Latency

Modern messaging, trading, and reporting systems require extremely low latencies, in the range of a few milliseconds, to meet customer expectations and strict service level agreements. This paper describes how to use new JVM technology to achieve maximum platform latencies of 1-2 milliseconds with very little tuning effort.

Click here to read this Azul White Paper

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