Time Series Analytics - Powering Trading Outcomes

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Presented by

Steve Wilcockson, KX, and financial solution experts Harry Darell-Brown, Conan Hales, and Alex Weinrich of KX

About this talk

With decades of combined experience at the sharp end of the Financial Services sector, the panelists discuss the various requirements that make up the perfect platform for trading analytics. In more detail, they’ll explore how a trading analytics solution should: • Optimize trading outcomes • Be futureproof • Deliver Best Execution The team discuss the opportunities for optimization and its dependency on finding value from multiple data volumes - and how repeatable any optimizations are. The panel also debate benchmarking, data management, application development, data pipelines, transparency, and more through real-world examples. We'll also have a deeper dive into how TCA can be utilized as a tool to help traders and data scientists better understand how their trades performed and can inform strategies for improvement.

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KX is the maker of kdb+ the world’s fastest time series database and analytics engine. Built for the world’s most demanding data environments, our industry-leading software can process and analyze time series and relational data at unmatched speed and scale for richer insights that drive better business decisions. Capable of running on any cloud, on prem, or at the edge, KX empowers developers and data engineers to build high-performance data-driven applications and turbo-charge their favorite AI and ML analytics tools. KX is trusted by the world’s leading companies across a range of sectors including capital markets, healthcare, manufacturing and telecommunications to deliver business value including risk mitigation, enhanced regulatory compliance, increased machine uptime and rapid development and launch of new products and services. For more information visit www.kx.com.