IBM Big Data Analytics
Smarter models with lower latency and risk
Accelerate Your Investments in Bespoke Analytics and Reduce Latency to Insight by up to 95%
Algorithmic trading was initially all about the fastest execution, but with more entrants than ever trading at low-latency today, profits are waning.
The next step in the evolution of algorithmic trading is better research to build smarter strategies leveraging a much wider variety of data with finer resolution. However, today’s bespoke quantitative analytic workflows are struggling, as there are simply too many tools with too many islands of data to be effective.
IBM and Vicom can help. IBM has created a unique solution to help financial firms specifically address these challenges. This visionary solution provides the following tangible benefits:
Accelerate your investments in bespoke analytic workflows
Reduce the latency to insight by as much as 95%
Allow you to leverage larger datasets and run 400% more models in a given window
Result in a higher degree of confidence > 15%
Significantly lower cost per simulation
IBM has already implemented this for nearly 150 algo trading firms, and best of all, this solution serves as the basis for your artificial intelligence workflows to help you create a true enterprise-wide integrated data pipeline.
One hedge fund, leveraging this technology, quadrupled the number of new strategies in one year and improved their P&L by 300 bps. Sound too good to be true? It's not. Let us tell you about it.
Vicom and IBM hosted a webinar to discuss this timely topic. This informative and relevant, session featured Bob Gaines, an IBM Chief Strategist who is renowned in the Hedge Fund industry.
Please see a replay of our webinar below or on YouTube here.