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Mike O'Hara wrote a new blog post titled Let the Data Flow
By Mike O’Hara, The Realization Group and George Andreadis, TreoTrade Data is becoming increasingly important in the new economy and has been called the world’s most valuable resource. So how can we help financial services firms unlock this value? Legacy systems Over the last two decades or so, as banks and asset managers have tried to put systems and processes in place to build business value, their legacy technologies have often been a limiting factor, in particular because of their siloed approach to data. For example, a bank might want to develop an application for...
468 days ago,(2018/02/06)
Mike O'Hara wrote a new blog post titled Navigating the new market landscape: it all starts with the data
This blog originally appeared on the Napatech website and is reproduced here with permission   In the world of fin tech, data capture has never exactly been the sexiest area of development.   That title tended to be reserved for areas such as low latency solutions, analytics, or even risk management. But as market participants ready themselves for a new wave of trading rules, and as competition among cutting edge trading firms has shown no sign of abating, the importance of data capture has taken on much greater significance.   Whether a firm wants to optimise trading...
775 days ago,(2017/04/04)
Mike O'Hara made a comment on this blog post | FPGA & Hardware Accelerated Trading, Part Six – What Does The Future Hold?
Hi Mike Good to get your perspective on this. It is indeed very true that the mantra "FPGAs are very difficult to program/work with" etc is one I heard again and again when I was interviewing people...
2364 days ago,(2012/11/27)
Mike Gulotta   MikeO, your series on “FPGA & Hardware Accelerated Trading” was interesting yet I don’t see any comments.  I wonder... 2344 days ago,(2012/12/18)
Mike O'Hara   Hi Mike Good to get your perspective on this. It is indeed very true that the mantra "FPGAs are very difficult to program/work with" etc is one I... 2343 days ago,(2012/12/18)
Mike O'Hara made a comment on this blog post | Why HFTs Have an Advantage, Part 4: Winner Take All -- The DAY ISO
If anyone is looking for more information on the various different order types on US stock exchanges, there's a useful page on the Traders Magazine website at...
2307 days ago,(2013/01/23)
Mike O'Hara   If anyone is looking for more information on the various different order types on US stock exchanges, there's a useful page on the Traders Magazine... 2307 days ago,(2013/01/23)
Mike O'Hara made a comment on this blog post | Analysis – Foresight Committee Report on the Future of Computer Trading in Financial Markets
Theo, I think the issue around engineering discipline is an important one, and something that the industry should pay particular attention to. In virtually every other industry that has become so...
2384 days ago,(2012/11/07)
Mike O'Hara   Theo, I think the issue around engineering discipline is an important one, and something that the industry should pay particular attention to. In... 2383 days ago,(2012/11/08)
Mike O'Hara updated a blog post titled Tech Debate from the Trading Show Chicago [Video]
I came across an interesting video on YouTube this morning. Filmed at Terrapin's Trading Show Chicago earlier this year, it is a panel session moderated by Daryan Dehghanpisheh, Global Director of Financial Services & Institutions at Intel, featuring Arzhang Kamerai of Tradeworx, John Goode from the Boston Options Exchange, John Page from On Trading and Larry Pitcher, Managing Partner of Quantorithms Fund. Some good insights, worth watching.         The Trading Show Chicago is North America's leading exhibition and conference for the trading community,...
2460 days ago,(2012/08/24)
Mike O'Hara wrote a new blog post titled Useful Video from Nanex on Facebook IPO Opening
I just came across this video today, posted by Eric Hunsader of Nanex, which shows graphically what happened with the Facebook IPO on Nasdaq last Friday. It makes for interesting viewing: Here's Eric's own description of what's happening in the video: Watch Nasdaq's quote (first box to appear - 10 o'clock). Note the crazy bid prices are higher than the equally crazy ask prices. After trading opens, Nasdaq's quote will start turning red when it's no longer eligible to set the NBBO. Watch how quotes on the other exchanges react wildly causing the price to evaporate.Each box represents one...
2551 days ago,(2012/05/25)
Mike O'Hara wrote a new blog post titled Upcoming Panel Session on News Analytics and News-Based Trading
This Thursday evening, I’ll be moderating The Mankoff Company’s “After the Bell” panel discussion on News-Based Trading, at the Grange Holborn Hotel in London. The use of unstructured news-based information in trading algorithms is a fascinating topic, and one that is gaining an increasing amount of attention among investment firms looking for new ways to capture alpha. But the whole process of taking unstructured, language-based sources and feeding them into algorithms designed to generate profitable trading strategies comes with all sorts of challenges. Where do...
2618 days ago,(2012/03/19)
Mike O'Hara updated a blog post titled Report from OnX FIX Consortium Breakfast Briefing
Last week, I had the honour of chairing a breakfast briefing hosted by OnX Enterprise Solutions, to discuss the results of a piece of research they recently did with a consortium of leading IT vendors, which looked at the performance of various FIX engines through a real-world, highly optimised technology stack. The briefing was well-attended with 60+ people in the room (who can’t all have been there just for the free sausage & bacon rolls!). David Quarrell of OnX - who I’m sure is already well known to regular HFT Review readers through his blog - kicked off procedings with...
2620 days ago,(2012/03/16)