As part of the fasterCITY series, 2 July 2007 saw industry practitioners from the financial services industry come together to discuss data, analytics and risk management in the context of booming data volumes and increased regulation.
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Application virtualization is set to play a key role in the next wave of exchange systems. This might seem obvious given the impact virtualization is having elsewhere, but there are some subtleties to do with the way electronic trading is implemented that make this non-trivial. The relentless rise in program trading, driven by the hedge fund industry in particular, has further increased the demand for automated electronic trading.

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With open source solutions becoming more popular among financial services firms, Intel and Red Hat are tuning the latest Red Hat Enterprise Linux 5 Operating System and middleware applications for Intel’s multi-core platforms.

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Intel, Voltaire, Reuters and HP have created the industry’s highest-performance, lowest-latency solution for advanced trading. The collaborative solution for Reuters Market Data System (RMDS) delivers market data 50% faster than traditional environments, giving a critical timing advantage to trading applications.

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On 20 June, Intel co-hosted a breakfast seminar with TABB Group, JP Morgan Securities and Microsoft about the trading platform of the future. The event explored how financial services institutions can leverage the latest high-performance computing and multi-core technology to reduce data latency and increase efficiency across the trade lifecycle.

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