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| Save the Date - Benefits of Seamless Tick Data Management and CEP - Wed., March 3 |
Save the Date - Benefits of Seamless Tick Data Management and CEP
The Challenges of Data Management
With 60% of quant firms running at least one strategy that requires both historical tick data for back testing and streaming data for real time signal generation, the need for an integrated high performance tick database and CEP solution is growing rapidly.
Until now, CEP engines lacked an embedded database and longstanding tick database solutions lacked the robust CEP functionality forcing quant firms to procure multiple systems. But the cost to license and integrate disparate systems is significant and maintaining multiple sets of code is inefficient. This leaves many quants wondering how they can implement a unified data management and CEP system that is cost-effective, efficient and easy to use.
How to Win
This special one-hour Webinar will focus on current data management trends as well as offer a tutorial on how to implement OneTick, the only high performance tick database and CEP solution in one.
During this Webinar, you will hear from industry leaders including:
Adam Honoré, research director at Aite Group, LLC
Leonid Frants, founder and principal of OneMarketData
Shane Conway, research analyst, Millburn Ridgefield Corporation
This presentation also will include a review of the latest Aite Group report, “Quant Strategy Development Playgrounds: The High Performance Database Sandbox.” Visit www.onetick.com to download your free excerpt today!
Quants Wanted:
What: Free Webinar
Time: 11 a.m. EST
When: Wed., March 3
Register Today!
Click here to register: https://www1.gotomeeting.com/register/724676216 |
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| C++ High Frequency Market Making – New York or Chicago - $500K ++ - MS176 |
C++ High Frequency Market Making – New York or Chicago - $500K ++
Specialist and prominent global high frequency market-making operation would like to appoint an expert and versatile C++ developer / trader for its high frequency Market making business.
Elite
This is arguably one of the elite market-making / systematic trading firms in the world. This reputation comes from the firms of culture of innovation, non-hierarchical team structure, excellence of its people and year on year revenue growth.
As part of this innovative trading team, you will enjoy working on and solving some of the most challenging and interesting quantitative technology problems in the high frequency market making space. Moreover, you will work in a n environment that promotes team spirit, idea sharing and collective excellence.
Requirements
3-5 years expertise in latency / throughput innovation from a high frequency trading group.
Strong to expert programming skills in C++.
Strong quantitative skills, most likely M.S or PhD in a quantitative discipline.
Track record of personal achievement and excellence.
100% team player and true believer in the strength of team work.
Contact
If you find this role of interest, please contact Tom Singh on t.singh@maven-search.com and or call him on +44 (0)20 3178 5678. |
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