Listen in as we demonstrate how the Deltix Algorithmic Futures Trading Platform integrates with Object Trading’s low latency Direct Market Access Service Platform. Learn how the integration of two award-winning solutions – for market access, and quantitative research & trading – is speeding both discretionary and systematic traders’ time to market for futures exchanges globally.
Access, Research, Trade: The A.R.T. of Futures Innovation
Register to view the webinar, recorded March 24, 2015
Returns from the classical strategies have dried up. Markets have experienced dramatically reduced volumes and volatility, and an increased rate of liquidity fragmentation at the same time. Strategy portability is up as traders seek opportunities in unexplored territory, but R&D is non-trivial and slippage plagues execution. Where some struggle with changes in “velocity” – the effects of fragmentation – others increase the velocity of response. Reacting to change uniquely is the key to growth and innovation. This webinar examines how traders can get to market quickly, without compromise on the tools that will give them better results. Discover how to:
- Generate returns with trading technology purpose-built for advanced strategies
- Minimize latency by deploying algos in proximity to exchange matching engines
- Sustain competitive advantage by focusing on developing and testing new ideas
- Increase R&D ROI with a single market access infrastructure for simulation and production trading
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