Low Latency and Private Optical Networks Equals Faster ROI [ Source: Ciena ]
August 2008- Financial markets firms are overwhelmed by market data and need to build applications and infrastructure that can deliver high performance and ultra low latency to source liquidity pools, execute trades, analyze risk and maintain a real-time order book. To be competitive, firms must receive data from direct exchange feeds and then push that data throughout the enterprise, explains Tom Rice, Research Director, TowerGroup. Firms of all sizes are turning to private fiber optic networks that ...

Real-time Data Feeds: Creating a Competitive Differentiator Through Event-Driven Trading [ Source: Bloomberg ]
November 2011- There's money in the microsecond. Traders today realize that market-moving insights can be gleaned from an ever-growing pool of unstructured data. Leading firms use complex strategies powered by machine readable news to compete in the low-latency space. Automated event-driven trading exploits market inefficiencies or volatility that arises in response to breaking news, economic releases and other events. While the average time it takes for news stories to move markets today is about 4 seconds, Bloomberg's Event-Driven ...

7 Critical Questions for Financial Services Firms [ Source: CAPCO ]
April 2012- Despite uncertainty over the ultimate form and scope of the rules, smart financial services companies are moving ahead to prepare. Dodd-Frank is law, and many key provisions will be implemented regardless of how the next months' proceedings play out and political winds blow. The Volcker Rule will alter how banks trade and invest. The Collins Amendment will intensify capital requirements. The Lincoln Amendment will require some banks to spin off their swap desks.

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Information Management [ Source: CAPCO ]
April 2012- Financial institutions are struggling to deal with the data deluge. Outdated information management plans and poor results from initiatives such as bespoke data warehousing are compelling organizations to find better solutions. Burdened with ongoing business and regulatory change, redundant and siloed information, and inadequate stewardship, financial services organizations need strategies that address key enterprise data management issues while answering the concerns of diverse, impatient stakeholders.

Capco can help our clients get there! Capco ...

Optical Networking for Capital Markets: The Bright Side of Dark Fiber [ Source: Ciena ]
August 2010- Nowhere is low latency networking more critical than in the financial services industry, where competitive differentiation and profitability are often measured in microseconds. In recent years, financial firms have made great strides in reducing software, system and intra-network latency to speed transactions dramatically. Now, recent advancements in fiber technologies, end-point hardware and service offerings have created significant opportunity for latency reduction beyond the trading firm’s own data centers.

Read this paper to ...

Trading Ecosystems: Meeting the Challenges of Today's Fragmented Liquidity Markets [ Source: Savvis ]
May 2010- Trading “ecosystems” offer an attractive solution to the challenges raised by liquidity fragmentation, regulatory change and technology innovation. Such ecosystems bring together liquidity points, content, services, and IT infrastructure to enable successful execution of the entire trading lifecycle. They allow trading firms to shift the burden of technology acquisition, maintenance, and management over to specialists, while supporting critical pre-trade, trade execution, and post-trade activities so they can focus on their core businesses, improve operational efficiencies ...

Achieving Compliance In Energy And Commodity Markets [ Source: SunGard Consulting Services ]
August 2009- Changes in energy and commodity markets and regulations, increased regulatory oversight, and the behavior of a few people are compelling senior executives to mandate the strengthening of their compliance programs. This whitepaper discusses leading practices in implementing compliance organizations and tools.

Trading Beyond the Horizon [ Source: CFN Services ]
January 2010- In 2010, financial markets participants will continue to expand their trading activities as liquidity increasingly becomes fragmented, seeking alpha in new markets, best execution in dark pools, arbitrage opportunities across the order book and by implementing high frequency and complex, multi-leg, cross asset class strategies. The successful operations – whether they be the proprietary desks of traditional broker/dealers, specialist high frequency and algorithmic traders, or quantitative hedge funds – will leverage a trading infrastructure that combines high ...