To blend… to mix smoothly and inseparably together. An apt definition for how the market is demanding the blending of the two paradigms of historical data and real-time. The trading lifecyle begins and ends with data. It’s used for quantitative research and analysis in the hunt for alpha. Investment banks and hedge funds are investing in technology for quantitative research, trading solutions and transaction cost analysis. Brokerages looking to keep existing and attract new clients are investing in technology for building and evolving a set of compelling algos, even Exchanges are investing in analytic technology to construct solutions for more efficient executions to attractive more Order flow. At the infrastructure core of this is a solution rooted in the blending of high-performance historical database and real-time Complex Event Processing. These two paradigms fused together provide the basis for next-generation quant research, backtesting and trading.
TABB Forum’s Gregory Crawford recently interviewed, OneMarketData’s VP of Sales, Richard Chmiel on this topic of Bringing Together Historical and Real-Time Data Analysis. You can watch that video below (click on the thumbnail image), or logon to TABB. In that video Richard and Greg explore why and where the emphasis on quantitative trading is taking place. What industry events have conspired to drive the demand for bringing together historical and real-time and by whom:
OneTick is the only solution that is capable is capturing and storing market data necessary for conducting research and strategy backtesting, building trading solutions and conducting costing and slippage analysis whether against individual instruments, indices or whole portfolios. It is the only solution with an embedded analytical library of functions purpose-built for this usage in the Capital Markets industry.
Once again thanks for reading.
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