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Brokers are facing more pressure than ever before to ‘get it right’ with respect to trade execution in an increasingly complex market landscape.

We all know about the Flash Crash of 2010, but rather than it being the fault of one individual, this paper presents analysis of the trading day and puts it down to a ‘perfect storm’ of four factors.

High speed, low latency trading connectivity is no longer enough to differentiate you from your competitors - so how do you add value to your trading systems?

How can you create a trading platform that is:

  • Flexible enough to accommodate the transaction lifecycle?
  • Powerful enough to deliver the analytics for better informed trading decisions?
  • Fast enough to meet both customer and regulator expectations of trade visibility close to real time? 

Do you worry about the validity and integrity of the data you contribute either to benchmarks like Libor or indexes, or to markets like the exchange-like Swap Execution Facilities (SEFs)? Or about the quality of the data you are selling to clients?

With a marketplace growing in complexity, and more and more rules coming from a variety of regulators partly in response to the Libor and related scandals about handling contributed data, ensuring data integrity is getting tougher.

A discussion of the issues surrounding bank-contributed market information for benchmarks and indexes.

Trading firms are moving on from an obsessive focus on latency reduction to a ‘new normal’ of applying intelligence to high performance trading, to ensure that they are executing the best – most profitable and least risky – trades, and not simply the fastest ones. It's called Intelligent Trading.

Faced with fundamental shifts in the dynamics of the major capital markets, trading firms are looking to maintain low latency and increase agility, while reducing complexity and cost – especially when it comes to market data and market access. To introduce the issues and options related to market data infrastructure, this industry briefing discusses:

  • Automated Trading Today: Change Brings Opportunity
  • Market Data – Opportunities, Complexity and Challenges
  • Alternative Approaches to Managing Market Data Infrastructure

In its second year this comprehensive London salary survey covers 2,966 separate salary bands ranging from entry level to senior appointments in the financial services and commodities technology sector. The survey has been produced taking data from over 16,500 technology professionals and over 2,200 companies in the industry and gives a comprehensive benchmark of salaries in the following areas:

In the world of the financial markets, securing an edge over the competition can mean life or death for a trading firm. Whether it is acting on news alerts or price movements, determining the best trading opportunity, or delivering an order to the marketplace, microseconds mean the difference between winning or just playing.

Reducing those microseconds – referred to as latency – is a continuing focus of trading firms, and an increasing challenge as that latency is pushed down to double and single digit microseconds. The “race to zero” becomes increasingly difficult and expensive to engage in as it nears its conclusion.