Algorithmic Trading 2007


Following the current algorithmic trading trend, London hosts the Algorithmic Trading 2007 conference on 19th March 2007.   No surprise to see StreamBase presenting.

A few years ago (pre- CEP/ESP buzz) I was a consultant at a US investment banks working on a team that built an automated trading system that traded on the Boston Option Exchange.  At the time Coral8/StreamBase/etc weren’t available, so the team build its own event engine that consumed various internal and external data feeds, handled PIP/RFQ’s and offered the traders the ability to dynamic change the pricing model.  Apart from the challenges of latency, messages per second etc there’s also the challenge of providing the traders with a view as to what is happening in a fast paced market.

Further reading

Reflector 5 released

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~ by mdavey on February 21, 2007.

One Response to “Algorithmic Trading 2007”

  1. Wondering what happened to that announcement. Their website is on, you can fill out the registration form but no one answers the phone/fax and the email box is full :(

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