Archive for May, 2007

Aleri Partners with Sybase For Entire Trade Life-Cycle

Friday, May 11th, 2007

Aleri has formed an alliance with Sybase that will enable customers to utilize Sybase’s Risk Analytics Platform in trade life-cycle management. The Aleri Streaming Platform together with Sybase’s RAP combines event stream processing with scalable and flexible data storage, manipulation, and retrieval capabilities.

Aleri News Release External Link

Sybase and Quant House Team On Algorithmic Trading Strategies

Thursday, May 10th, 2007

From A-Team Group’s Transaction Networks & Technologies, May 2007: Sybase and Quant House have formed a strategic alliance to jointly deliver a solution for back testing and regression testing for algorithmic trading strategies. The solution will enable financial services organizations to manage back testing on virtually any set of real-time and historic market data, the partners say.
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Reuters Forums Offer Insight into Reducing Latency

Thursday, May 10th, 2007

How are suppliers to financial institutions meeting their clients’ needs for ever-lower latency? A forthcoming series of events hosted by Reuters promises to offer some insight into the topic.
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Andrew’s Blog: Details, Details

Wednesday, May 9th, 2007

With most things in life, the devil is surely in the detail. Baby packed and ready to go, car loaded and full of gas, route planned and maps in the front seat: where are the car keys?

And when all the big hoo-ha’s at the Guardian, the Wall Street Journal and the New York Times have mulled and remulled the logic of Thomson’s bid to acquire Reuters (although it’s looking more like a reverse from where we’re sitting – just back from France, of course, so completely off the map), it’s going to be the in the detail where things start to get scratchy. For our very very vertical world of low-latency market data delivery infrastructures, that means: what happens about Thomson’s recent deal with Wombat Financial?
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Pete’s Blog: The Low Latency Canary

Sunday, May 6th, 2007

The one constant in the world of financial markets IT is that nothing stays the same for very long. The world of market data feeds and the applications that process them is no exception.

As data rates increase, and as processing systems (or any component of them) are upgraded and modified, performance can be hit. The trick is to constantly monitor the environment to pre-empt potential problems. But what should one monitor?
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STAC Previews Wombat & 29West on Sun/AMD/Solaris

Thursday, May 3rd, 2007

Securities Technology Analysis Center has published highlights from an upcoming benchmark report, covering Wombat Financial Software’s OPRA Feed Handlers and 29West’s Latency Busters Messaging, running on a Sun Fire X4600 M2 Server using Solaris 10. The system under test has 8 dual core AMD 8220SE 2.8 GHz processors, for a total of 16 cores.

STAC News Release External Link

CBSX Market Makers Tap ActivFeed Direct For Low Latency Market Data

Tuesday, May 1st, 2007

A number of Designated Primary Market Makers (DPMs) on the CBOE Stock Exchange (CBSX) have implemented Activ Financial’s ActivFeed Direct platform. Activ is delivering market data to various specialist applications for CBSX DPMs including Susquehanna Investment Group, LaBranche and Van der Moolen.
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