Exchange traded futures and options markets have become, without doubt, technological markets. They push forward and demand electronic innovation.
Exchange traded futures and options markets have become,
without doubt, technological markets. They push forward and
demand electronic innovation. The sheer amount of message data
is higher than ever before, as is the volume of trading
traffic. Combine this with the most complex algorithmic traders
who require the lowest latency possible for the round time of
their trades, and you have a positive technological jungle. But
these arent the only demands. Recent events have
highlighted the need for infallible risk management, fraud
detection and position monitoring in built within every system.
Add on to this the increasing trend to want to trade across
multiple asset classes stemming from a greater number of
geographical markets than ever before as well as the individual
requirements that each arcade, fund or sell side customer may
have and you are beginning to get the idea of how complex
getting the right technology can be.
In this special report FOW looks at the tensions that are
stemming from the constant upgrades that are needed to keep up
with the fastest trade times possible and the cost these mean
in reality to buy-side players. We also look at how algorithmic
traders are pushing the boundaries and explore which markets
are causing technological challenges as well as geographically
who can solve them.
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