High-frequency and algorithmic trading has undergone a revolution through the application of predictive financial models to trading strategies. Success is measured by fast execution based on scientific model results, with quantitative trading companies constantly seeking new strategies to gain better market insight and improve trading outcomes. This new data-driven approach, and the evolution of new models, requires a modern IT architecture that can handle the increased demand from data-intensive and latency-sensitive applications.
During this webinar, we’ll be discussing WekaIO’s record-breaking performance on STAC M3 benchmarks using kdb+ time-series database, how we partner to overcome these challenges and drive a 4x price/performance gain compared to traditional delivery models. We’ll be using real-world examples to demonstrate this, as well as highlighting some additional benefits:
- Improved wall clock time
- Simplified infrastructure management
- The ability to leverage the public cloud for compute bursting, back-up and DR