June 8, 2017. Webinar. Using Cloud Technology For Quant Research, Analytics and TCA
This webinar presents new ideas for an equities trading strategy and ways to improve execution using Deltix’ new QuantHub cloud service. This event is designed primarily for firms facing procurement and IT cycles that make it challenging to quickly access new data, analytics and technology.
Click here to register and view the recorded demonstration.
March 28, 2017. Webinar. Capturing Actionable Insights for Execution Quality from CME’s MBO Data
In conjunction with Futures & Options World, Deltix hosted a technical webinar on order execution. We discussed execution quality and the prerequisites for managing it. We also looked at new insights available from CME’s MBO data, which provides full transparency into order book composition. This new data offering provides opportunities for increased precision in execution strategies.
Click here to register and view the recorded webinar.
June 16, 2016, New York. Ravenpack 4th Annual Research Symposium
We are again sponsoring and speaking at this event. Click here for the agenda and to sign-up.
We are welcoming people to come by our stand to meet some of the Deltix team. We will have Deltix products available for short demonstrations.
We presented, spoke at and/or sponsored the events below.
May 26-27, 2016. New York. Big Data Finance 2016
We sponsored this event and spoke on the panel discussing “Data in Portfolio Management, Risk Management and Surveillance”.
July 14, 2015. London. Market Microstructure, Liquidity and Automated Trading
We presented a research paper entitled: “Using the Seldonix Corporate Reputation Index in an Automated Trading Strategy”.
June 2, 2015, Webinar. The Importance of R&D in Profitable Trading
This webinar discussed and demonstrated how the Deltix platform, with ObjectTrading’s exchange gateways, can help medium and large futures trading firms improve strategies and potentially unlock hidden alpha.
- Research strategies and back-test your ideas
- Record and store terabytes of market data for back-testing
- Back-test, simulate and trade all on the same platform
- Minimize latency by deploying algos in close proximity to exchange matching engines
We show that a key to success is precision: seeing how and why a strategy works. Or doesn’t work.
You can access the recording of this webinar by completing the form above.
April 30, 2015. New York. CTA Intelligence US Breakfast Briefing
We participated in a panel discussion entitled: “What’s new in futures execution: market access, algos and developments at FCM’s”.
March 24, 2015, Webinar. “The A.R.T of Futures Innovation”
Watch the webinar to see a demonstration of the Deltix Algorithmic Futures Trading Platform integrated with Object Trading’s low latency Direct Market Access Service Platform. Learn how the integration of two award-winning solutions – for market access, and quantitative research & trading – is speeding both discretionary and systematic traders’ time to market for futures exchanges globally.
March 6, 2015, New York. Big Data Finance 2015
February 10, 2015, Webinar. “Can earnings estimates be used in an automated trading strategy to generate alpha in US equities?”
We test the hypothesis that earnings estimates from independent analysts can serve as a basis for prediction of overnight market price movement in US equities and consequential alpha generation. Organizedby UNICOM. A recording of this webinar is here.
November 6, 2014, Chicago. Bloody Mary Breakfast Briefing
Deltix and Object Trading held a Bloody Mary Breakfast Briefing, on Thursday November 6. There was a discussion, presentation, and demonstration of the Deltix Systematic Futures Trading Platform integrated with Object Trading DMA.
Systematic trading firms are now able to capitalize on Deltix’s award-winning automated quantitative trading software integrated with ObjectTrading’s low latency direct market access to global futures exchanges. Provided as a managed service from data centers in Chicago, Frankfurt, London and Singapore, systematic traders can focus on developing and testing new strategies in Deltix QuantOffice, whilst their production strategies run securely in close proximity to exchange matching engines.
Attendees were encouraged to participate, ask questions, and network in an exclusive, relaxed setting. In attendance were Ilya Gorelik and Stuart Farr from Deltix, and Object Trading’s Gerry Turner and Chris Wahlers.
June 18-19, 2014, London. Behavioural Models and Sentiment Analysis Applied to Finance
April 30, 2014, New York. CTA Expo
February 24, 2014, New York. Research Symposium, organized by Deltix and Ravenpack
February 14, 2014, New York. Big Data Finance 2014
November 19, 2013, New York. TABB Group’s MarketTech 2013
November 12, 2013, New York. Low-Latency Summit
We participated on the panel discussing “big fast data”.
We presented our research paper on using Twitter-based sentiment in an automated trading strategy.