The previous webinar advertised here was a great success, so I am happy to let you know about another one:

Date: Wednesday, October 8, 2008 (Tomorrow!)
Time: 9 am Pacific / 12 noon Eastern

Register Today!

More info:

Financial markets leaders are turning to third generation algorithmic trading in response to new market dynamics:

• Increased market speeds – fast shifting markets drives the need for sophisticated “sense-and-respond” algorithms, versus the simple, static ones;
• Lower latency – shortened “window of opportunity” to execute trades demands engines that make complex decisions and fire-off trades in milliseconds;
• Expanded trading venues – global market access, ATSs and ECNs increase the opportunities to find liquidity but also introduce increased information sources and complex decisions.

More sophisticated than the hard-coded algorithms of the first generation, and more dynamic than the simple market monitoring algorithms of the second generation (the early Complex Event Processing applications), the third generation algorithmic trading focuses on adaptive algorithms that respond continuously to these rapidly changing market conditions.

Please join Coral8's webinar and learn how Coral8 customers leverage a real CEP-based algorithmic trading and execution framework to deliver:

• Native platform for consistently low latency and high throughput – Coral8’s native C++ platform is able to analyze large sets of information AND execute actions before the market moves;
• Sophisticated analysis – Coral8’s Continuous Computation Language (CCL) allows developers to rapidly define applications that manage high-volumes of high-speed data and enables quants to easily implement complex algorithms;
• Agile integration – an agile application environment facilitates quick and easy integration of new market data, execution venues, and creative algorithms through a modular framework.

Register Today!

Mark Tsimelzon, President & CTO, Coral8