Training

Market Data & Technology Training 2010

by John Best, Director and Senior Consultant,, Kendale Systems And Services Ltd

Early-bird rates apply until 31^st August.
Book now at incisive-events.com/mdtt10.

Locations/Dates:
Sydney, 5^th, 6^th and 8^th October 2010
Hong Kong, 11^th, 14^th and 15^th October 2010

Courses

Introduction to real-time financial market data

This course unit gives a framework for the understanding of the industry and the key role of market data within it. This one day course unit is designed to provide a broad overview and introduction to the market data business, its systems and vendors.

Summary of the global financial markets
Understanding the market data types and sources
Identifying market data usage in a modern investment bank
Highlighting reference data challenges
Reviewing the market data vendor landscape
Thomson Reuters overview
Bloomberg overview
Evaluating other vendors – Interactive data, SIX Telekurs, Fidessa, Morningstar, Sungard, etc
Impact analysis of current vendor merger activities
Basic principles of market data usage and cost control

Cost control and data administration

Market data costs can be some of the largest items on the budget for financial institutions. This course unit provides a comprehensive breakdown of the costs, their origins and techniques for managing them. Included are examples from real world market data cost management exercises

Cost liabilities and components of market data
Reuters DACS and Bloomberg usage reports
The Thomson Reuters new pricing model
Market data management tools
Market data and inventory systems
Evaluating strategies for cost control
Strategies to maintain savings
Market data control and cost saving case studies
Course session workshop: Delegate review of own market data cost control initiatives
Exercise: Analysing a medium sized investment bank scenario

Low Latency Market Data and Trading Systems Solutions

This course unit starts with a summary of items covered in days 1 and 2 which are pertinent to the low latency and high frequency trading arena.

The trading world continues to evolve rapidly to the point where much of the traded volumes we see today are initiated and undertaken by computer systems using data derived directly from primary sources. This course section looks into the new technical innovations that form the low-latency data distribution and processing environment.

Additionally technology assisted trading and data publication systems are reviewed, and the future trends both from a business and technology viewpoint are investi

Changing trading models and electronic trading venues
Added value network components
Low latency market data platforms
Complex event stream processing
Combined pricing and reference data systems
Internal publishing and external distribution of real time data for trading and pricing
Fixed income trading systems
Algo-trading review
An algo-trading case study – Arbitrage across two continents
New directions and trends In IT for financial markets

For any inquiries about this renowned training course and your registration, please contact Pablo Cot Gonzalez at pablocg@incisivemedia.com or on +852 3411 4829.