Solutions
Lightkeeper took the top prize for “Best North American Data Visualization Provider,” at the Hedgeweek USA Awards 2017, which mark the achievements of hedge fund managers and service providers.
The winners were decided by a poll of Hedgeweek readers, which includes both investors and hedge fund managers as well as other industry professionals at firms including fund administrators, custodians, accountants and auditors, law firms, consultants, and fund distributors.
Danny Dias, Lightkeeper CEO, says: “We are grateful to Hedgeweek – and the hedge fund community as a whole – for recognising Lightkeeper as the leading data visualisation software provider. Our software
SteelEye, a compliance technology and data analytics firm, has joined EY’s Fast Growth Platform, which provides a unique suite of services and support to drive the development of fast-growing tech companies.
This will help SteelEye expand its capabilities and enhance its capacity to assist its clients in meeting their regulatory obligations.
Launched in July 2017, EY’s Fast Growth Platform provides a three-tiered, tailored programme that includes start-up, scale up and global support. It offers emerging tech companies a range of services at each stage of their journey to help spur their expansion, including financial forecasting, growth planning, strategic support,
Colt Technology Services is to provide direct connectivity between trading venues in Tokyo and Chicago for the Japan Exchange Group’s new inter-exchange service dubbed JPX-Chicago Co-Location Direct.
The new service, powered by Colt’s dedicated, ultra-low-latency IQ Network, links JPX’s data centre in Tokyo with the Aurora and Cermak data centres utilised by major exchanges in Chicago.
The new agreement between JPX and Colt continues a long-standing partnership between the two organisations. It is a partnership that has seen the establishment of high-speed digital connectivity between premier trading venues such as the Tokyo Stock Exchange, the Singapore Exchange and others,
By Richard L Shamos (pictured), Sadis & Goldberg – As traditional investment fund strategies have run into increasing competition, investor appetite for boutique or alternative investment strategies in the United States (US) continues to grow.
Cross border allocations continue to offer a unique opportunity for both investors and managers alike, as such allocations enable investors to reach managers with an outlook that differs from local managers, and likewise enable managers outside the US to access the large institutional investors in the US and expand their product offerings. In this piece, we explore the primary legal considerations and strategies for European
Quincy Data has adopted Enyx’s nxFeed solution, an ultra-low latency market data distribution system, as the sole provider of full FPGA feed handlers to power its Quincy Extreme Data (QED) service.
“I’m proud of Enyx’s long time relationship with Quincy Data and our shared commitment to technical excellence and the importance of transparency when bringing new solutions to market,” says Enyx Managing Director and Co-Founder Laurent de Barry (pictured). “We work hard to provide innovating solutions for tomorrow’s technical challenges. Our nxFeed solution will guide Quincy Data toward the future as one of the industry’s leading market data provider”.
Red Deer, a financial technology company focused on enhancing the performance of active investment managers, has formed a strategic partnership with Instinet Europe Limited to provide an integrated solution to manage research inducement, consumption, valuation, payment and commission management under the new MiFID II regime.
Red Deer’s research valuation management solution will attribute, forecast, track and manage budgets for research funding and consumption, integrating with Instinet’s RQ Connect application within its research payment and commission management platform, Plazma, to provide a seamless end-to-end research valuation and payments process.
Luke Oubridge (pictured), CEO Red Deer, says: “A number of Red
Starting up a fund is a battle, regardless of which jurisdiction the manager chooses. For those with a trading background embarking on their inaugural launch, one location that is perfectly predisposed yet sometimes overlooked is the Netherlands; a mere one hour from London City airport.
Having established the first stock exchange in 1611, (referred to as Beurs van Hendrick de Keyser), and created the first ever asset bubble, produced on the back of fervent speculation on the future value of tulips, Amsterdam has long been the epicentre of trading and innovation.
As a jurisdiction, it leads the way in trading
FIX Trading Community has published thefinal release of its Recommended Practices for Best Execution Reporting as required by MiFID II RTS 27 & 28.
The objective of this document is to provide guidance to entities regulated by MiFID II on how to populate the reports required under MiFID II RTS 27 and RTS 28 with the appropriate data in a compliant and consistent manner.
While the concept of Best Execution for the European Financial Markets was introduced back in 2007 under MiFID I, MiFID II has now introduced new requirements on what data must be published to the market to help firms
Metamako, a provider of FPGA-enabled high-performance networking platforms, and the Securities Technology Analysis Center (STAC), have established a new way to measure timing and time synchronisation.
The new STAC-TS benchmarks for measuring timestamp accuracy, designed by a working group of trading organisations, timing-related vendors, STAC, and Metamako, are set to be the industry standard. Not only is this an industry first, but the benchmarks are extremely significant in an industry with ever more stringent rules around the precise timing of actionable events. Being the first vendor to have a product measured with these benchmarks, which require laboratory-levels of time and
Quantile Technologies Limited (Quantile) has successfully completed its first compression run at LCH, the world’s largest clearing house for OTC derivatives.
This follows its recent appointment as an Approved Compression Service Provider at LCH’s SwapClear service, the first service provider to be given this status in nine years.
Compression of swap portfolios, where large numbers of transactions can be eliminated while preserving the overall risk profile and valuation, improves efficiency by reducing line items and notional-linked capital. The process has strong support from global regulators. Quantile’s compression service operates alongside its existing counterparty risk reduction platform for non-cleared derivatives, which
