From Speed to Scale: Rethinking Ultra-Low Latency Trading Infrastructure
In today’s markets, edge erodes quickly. For market makers, arbitrage desks, and quantitative funds, alpha signals decay in microseconds, and even minor delays can result in skipped fills, stale quotes,…
How to Stop Alpha Decay with Infrastructure That Delivers Edge
Market makers and quant funds rely on their predictive edge, known as alpha, to make profitable trades. However, more than ever, alpha doesn’t last. Alpha decay, when that predictive power…
Break the Bottleneck: How FPGA Trading Can Enable Scalable Market Data Infrastructure
A Smarter Path for Brokers Facing Power, Space, and Performance Pressure Co-location space is limited. Power costs are climbing. Yet market data volumes show no signs of slowing. For many…
Hardware Acceleration in Trading: Solving the Finite Space Problem
Hardware acceleration in trading has become increasingly essential as firms confront a stark new reality: market data volumes are growing without limit, while prime co-location space and power are not.…
Benefits of Hybrid Cloud for Financial Market Infrastructure
The ever-increasing growth of real-time market data, expanding venue fragmentation, and the race for execution speed are placing unprecedented pressure on financial market infrastructure. Firms need to process more data,…
Maximize Efficiency Without Compromise: 5 Qualities to Look for in Your Market Data Vendor
Every business leader is being asked to do more with less nowadays. Rising infrastructure costs, shrinking margins, and growing market complexity make optimization more critical and difficult than ever before.…
The 3 Pressing Challenges Facing the Capital Markets Industry in 2025
Capital markets firms are dealing with a number of complex challenges. Volatility and record-breaking data volumes are redefining the competitive landscape—but that’s only part of the story. While volatile markets can…
Design Patterns for Market Data – Part 3: Conquering the Compromises
*Originally published on LinkedIn Series Summary In this third and final installment in our Design Patterns for Market Data series, we cast a vision for a new design pattern that…
Design Patterns for Market Data – Part 2: Centralized Ticker Plant
Introduction *originally posted on LinkedIn* In Part 2 of our Design Patterns for Market Data series, we turn our focus to centralized ticker plants which remain the dominant architectural response…
Design Patterns for Market Data – Part 1: Embedded Software Feed Handlers
Series Introduction *Originally posted on LinkedIn* As real-time market data volumes surge to unprecedented levels, trading system architects are being forced to rethink the core design patterns used to process…