Featured White Papers
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.
Russia’s central financial marketplace has evolved so rapidly that it is now primed to become a key international hub. Finance organisations which are 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.
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.
In-memory database systems eliminate much of the performance latency associated with traditional on-disk database management systems, but some applications require a higher level of data durability. As a solution, IMDSs offer transaction logging, in which changes to the database are recorded on persistent media. But critics object that logging re-introduces the storage-related latency that builds slowness into on-disk DBMSs. Will an IMDS with transaction logging outperform a traditional DBMS? Will type of storage – hard disk drive vs. SSD vs. state-of-the-art memory-tier device – affect any performance difference?
Time-stamping and time synchronization is now required knowledge for developers of high performance network monitoring and analysis appliances. This white paper introduces the key fundamentals with a review of technology choices and testing scenarios.
This Case Study provides details of how Spectracom helped a HFT infrastructure firm improve the quality of its time synchronization, enabling the firm to easily distribute time to multiple networks simultaneously and achieve sub-microsecond synchronization.
This white paper from Symmetricom explores the challenges in delivering sub-microsecond accurate time to a Linux program, and presents IEEE 1588 Precise Time Protocol (PTP) solutions and test data showing how to overcome those challenges.
Off-the-shelf multi-core packet processors with corresponding software provide tremendous programming flexibility for quick compliance with changes to government regulations and market events not achievable with traditional FPGA-based solutions.
Many financial trading firms have recently discovered wireless as an excellent transmission medium for executing their critical trades at extremely low latency compared to their fiber connections. Some firms are actively installing wireless networks but will they see the promised latency results they are expecting? At NeXXCom Wireless we look at the network holistically meaning, not just the latency through the RF channel. Our recently released white paper explores all the considerations that should be evaluated when selecting the proper RF technology platform and provider in order to avoid hidden or unplanned latencies.
Buy Side/Hedge Funds
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