Watch a short video about Intel’s efforts in reducing latency in the financial services enterprise. Click the box below to watch now (3:09 minutes in length).
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A Wall Street & Technology Editorial Perspectives WebCast
Watch and listen (click below) to the webcast recently hosted by Wall Street & Technology on October 15, 2008. With Wall Street data centers straining to keep up with ever expanding capacity demands from all areas of the business, many firms are reaching capacity limits imposed by space and even available power - especially near metropolitan centers. As a result, firms are looking to decrease power consumption and consolidate older servers all while increasing data center capacity to meet the low latency needs of trading desks and the computational needs of risk managers who run complex models and algorithms.
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Never has it been more topical than in the current issues facing the market and the pressures mount to address the key features of achieving effective management of risk – protecting the balance sheet, client and market interests.
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Introduction by Nigel Woodward, Global Director, Financial Services for Intel, and Keynote presentation by Andrew Perry, JP Morgan Exotics and Hybrids.
From the fasterRISK DATA and ANALYTICS event held in London, 7 October 2008.
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Keynote presentation by Prof. Vassil Alexandrov, University of Reading, Center for Advanced Computing & Emerging Technologies.
From the fasterRISK DATA and ANALYTICS event held in London, 7 October 2008.
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Keynote presentation by Brian Sentance, CEO, Xenomorph.
From the fasterRISK DATA and ANALYTICS event held in London, 7 October 2008.
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Keynote speech from Boris Lipianen, Global Head of Product Management and Strategy at Thomson Reuters.
From the fasterRISK DATA and ANALYTICS event held in London, 7 October 2008.
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Nigel Woodward, Global Director, Financial Services for Intel moderates a panel discussion from leading technology vendors.
From the fasterRISK DATA and ANALYTICS event held in London, 7 October 2008.
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Providing point-to-point high-speed links to distributed shared memory, Intel® QuickPath technology unleashes the parallel processing performance of next-generation Intel® 45nm microarchitectures (codenamed Nehalem and Tukwila). These microarchitectures, built from the ground up, will be the first to use the Intel QuickPath interconnect system and can see significant improvements in overall performance.
For the latest information on QuickPath, including a white paper and Flash demo, visit:
www.intel.com/technology/quickpath/
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Intel’s next-generation microarchitecture (codenamed “Nehalem”) represents the next step in processor energy efficiency, performance, and dynamic scalability. Designed from the ground up to take advantage of hafnium-based Intel® 45nm hi-k metal gate silicon technology, Nehalem will also be the first to introduce Intel® QuickPath technology.
For the latest information about Nehalem, including white papers, podcasts, and more, visit:
www.intel.com/technology/architecture-silicon/next-gen/
To view a Flash demonstration, visit:
www.intel.com/technology/architecture-silicon/next-gen/demo/demo.htm
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Novell Real Time Linux Webcast Series
In this series of brief webcasts, learn how SUSE Linux Enterprise Real Time from Novell enables organizations to respond quicker by delivering low latencies, deliver increased value with fast response times, and better manage costs. Listen to experts from industry-leading companies like Thomson Financial, Wombat Financial Software, and Intel discuss how they depend on Real Time Linux from Novell to deliver mission-critical data the second they need it and not a moment later.
Don’t waste another millisecond; view a Novell Real Time Linux Webcast today!
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AUTOMATION AND STP, held 23 June in London, taped Intel’s sight of market innovation to paint a cross section across the rapidly changing landscape.
The life blood of financial services and global commerce is built around the exchange of messages between counterparties to trades and transactions.
Whether it be securities or trade value chains, agreements are struck to trade and settlement proceeds through to payment through mediums and parties often unknown to each other.
SWIFT has blazed the trail in standardizing settlement message formats and created a transition in the industry over the last 30 years. Other message formats and bodies have followed successfully, FIX Protocol Limited for equities, RosettaNet for technology, and technology and data initiatives such as FpML, AMQP.
Arriving at standards has proved an horrendous complex journey, during which time a thriving industry has been bred in technologies and ASP services between communicating lingua franca or simply take the pain away in an service contract.
Today we arrive at new market structures – RegNMS and MiFID have been commented upon in global securities, SEPA stands to change the landscape for European payments and new technologies could revolutionise the manner in which counterparties communicate – functional disintermediation through automation is a real possibility.
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Nigel Woodward reports
Venturing from the pre trade arms race of market data and trading – the fasterCITY schedule opened the post trade arena with this focus on the life blood of financial services - messages – and the drive to automate processes and achieve STP.
What verged on an AMQP conference – John O’Hara of JPMC set the scene by explaining the business rationale behind his and the banks’ vision to drive the establishment of this new paradigm in messaging technology. With a view to ubiquitous exchange of consistently formatted messages on de facto industry standard transport – John could see a world of increased communication, STP integration and reduced cost.
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Andrew Muir added to this with the view of the market’s founding father of settlement messaging and standards – SWIFT.
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Carl Treiloff of RedHAT described how as a major open source based software operation RedHAT has embraced, invested and started to take the technology to market.
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The panel mixed the discussion of AMQP technology with the useage of standards based messaging and how fuels and responds to the changes taking place in the market. Darrel Fielding described a world post SEPA where European Banks would see themselves defending their traditional payments and settlement business and Tom Buschmann of TWIST endorsed a new world of free communication between corporations and providers of financial services. John Burton of Petra Financial added the trade finance element and discussed how the SE Asian – northern hemisphere trade routes lays themselves open to new electronically automated processes – potentially circumventing and certainly accelerating traditional paper processes. John added that the frontiers of technology were moving, and that SE Asia was a centre for innovation with mobile computing – moving the compute envelope to new functions and fundamentally facilitating automation earlier in the trade to payment cycle. Matt Meinel of 29 West, Ben Hood of Rabbit MQ and Jason du Preev of m35 widened the technical perspective with links from transport through to message formats integrated with business processes – and where the latest developments were focussed.
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FasterMARKETDATA, held 28 April in London, covered the subject of market data from top to bottom and looked at today’s approaches and tomorrow’s options.
Whether it be pre trade analytics & market risk, or post trade reporting – within financial enterprise the essential lubricant is market data – and there is more and more of it.
In the front office, be it buy or sell side velocity and low latency delivery from the venue sources is critical - and ability to receive and manage data is now the key competitive issue. Middle and back office analytics and comprehensive reporting across massive data sets is the challenge.
Where challenges exist in financial services technology solutions abound, and this space is already crowded with various approaches encompassing proximity, networks, distribution systems, feed handlers and proprietary and mainstream processor platforms from Intel.
Click on the links below to listen to the keynote speakers from the day.
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Nigel Woodward reports
As the life blood of trading, market data has a direct symbiosis with the latency, DMA, algo trading and liquidity races playing out.
This agenda was made up with dare one say veterans of the market data space – all with fascinating perspectives on the subject in hand – how to publish and consume market data faster.
Mark Reece of the London Stock Exchange discussed how the exchange has seen a direct empirical correlation between the tap speed with which they publish ands the volume of trades – all pointing, obviously, to the automated environment we are now in. Mark discussed InfoLECT and TradeELECT, the exchanges core systems which are being optimised to IA (Intel Architectures) multi core technologies in the fasterLAB in London.
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Peter Lankford of STAC Research brought the audience up to speed with developments to create industry standard performance tests for market data work loads – allegedly in demand from both vendor and consumer and poised to assist technology selection for market data solutions and competitive services.
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Rolf Andersson of Pantor took a detail look at market data technology and how to engineer for optimum performance. As development partners of FIX Protocol Limited’s FAST – Pantor are in the inner circle of innovation in this space acknowledged by the market and by Intel who work closely to ensure silicon and sw are closely aligned.
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