Use Case

Analytics for Financial Modelling: Fast Wall Clock Time for Better Trading

High-frequency trading has undergone a revolution through the application of predictive financial models to trading strategies, and success is measured by fast execution based on scientific model results. Leading quantitative trading companies are constantly seeking out new strategies to gain better market insight and improve trading outcomes. The team members who work in quantitative trading have some of the best minds in math, computer science, and engineering. As academics from major institutions, they look for the most advanced technologies and techniques to develop a competitive edge. The constant evolution of new models presents a high level of unpredictability to the underlying infrastructure and requires a modern IT architecture that can handle the most demanding workloads — data-intensive and latency-sensitive applications.