Global market data covering all asset classes has become an essential component of successful trading strategies. Institutional investors, hedge funds and proprietary trading firms increasingly require raw market data from major global markets to be made available in a single colocation environment for trade signaling, arbitration and quantitative analysis.
Acquiring historical raw data from around the world to perform algo simulation and research is difficult to obtain and costly to store. Furthermore, accessing this data in real-time over a reliable network can be cumbersome, expensive and a drain on a firm’s internal resources.
Key learning objectives:
- The challenges of operating in a continuously evolving market landscape
- How your firm can scale more quickly by leveraging purpose-built, high-performance infrastructure
- Saving on time and resources by engaging with industry specialists to deliver historical and international raw market data globally
