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The Trading Mesh

March 2014

Addressing the Challenges of Post-G20 Interest Rate Hedging

March 24, 2014 Comments (0)           

In this article, Mike O’Hara – in conversation with Hirander Misra, Andrew Chart and Philip Simons - looks at how the new Constant Maturity Swap future from GMEX aims to help firms continue to hedge their interest rate exposures cost effectively in the post-G20 landscape.
The reforms instigated by the G20 in the wake of the Global Financial Crisis have resulted in a number of structural changes to the world’s interest rate derivatives...

Transforming Quantitative Trading Applications With Persistent Flash Memory

March 20, 2014 Comments (0)           

In this article, Mike O’Hara looks at how the implementation of persistent flash memory is having a transformative effect on application performance at quantitative hedge funds, particularly where large amounts of data are analysed.
In the last fifteen years or so, the financial markets have seen a massive growth in the number of quantitative and systematic hedge funds, investment firms whose trading decisions are made solely on the basis of computational...

The Reactive Manifesto in Financial Markets – Trend or Fad?

March 14, 2014 Comments (0)           

In this article, Mike O’Hara, in conversation with Jonas Bonér, Greg Young, Martin Thompson and Jan Macháček – investigates the core principles behind the recently published The Reactive Manifesto, and its relevance to system design in today’s Financial Markets.

Anyone who has been closely involved in designing and building high-performance trading applications within the last ten years or so, will no doubt be familiar with the principles of...