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Find the Hidden Signal in Market Data Noise


Presenters:

Louis Lovas, Director of Solutions at OneMarketData
Andrie de Vries, Business Services Director, Revolution Analytics

Market participants, from the largest investment banks to the smallest proprietary traders, are always seeking more efficient and effective ways of managing and analyzing market data. Their primary goal is to deliver the right answers to the right people at the right time in order to make timely trading decisions and keep their competitive advantage. While this may seem logical enough, when you consider the fractured nature of markets, from equities to options, it becomes harder to fulfill the needs for every group in a cost efficient and effective manner.

True price discovery, volume and trading patterns can only be achieved by in-depth cross market analysis. High precision market analysis requires an enterprise data management platform able to deliver high performance for capture and query. OneTick delivers on the performance and data quality these types of market analysis demand. When combined with Revolution R Enterprise, an advanced analytics platform based on the R language with the ability to scale to the Big Data needs for effective market data analysis, OneTick and Revolution Analytics deliver the one-two punch of all the data you need and the powerful analytics to deliver the results your strategy requires.

In this webinar we will demonstrate the value of advanced analytics by looking at computing price volatility and an Option Pricing business case. The inputs from U.S. equity and options markets measure and calculate volatility, Option Greeks and theoretical option values. Data analysis reveals unique observations, patterns and the possibility for predicting future values. Precise analytics and exploiting price deviations between theoretical option values and the market is at the core of modern option pricing and trading.

About the speakers:

About the Speakers:
Speaker photoAbout the speaker

Louis Lovas, Director of Solutions at OneMarketData

Louis brings over 20 years of experience in developing cutting edge solutions for financial markets and  is a leading voice on industry trends, trading technology and Complex Event Processing (CEP) for Capital Markets.  Prior to joining OneMarketData, Louis was the Chief Architect and Fellow of Apama products at Progress Software. Earlier in his career, Louis held numerous positions in the Financial Systems and Corporate Program Management divisions at Unisys Corporation (formerly Burroughs).  Louis has a B.S in Business Administration/Management.

Andrie de Vries, Business Services Director, Revolution Analytics

Andrie de Vries is responsible for delivering consulting and training services in the use of R. He is a leading R expert within the R user community, and co-authored R for Dummies, an introductory text on the statistical language R. Andrie de Vries has over 20 years’ experience delivering smart, data-driven analytics and strategic insights for clients, most recently at his own consultancy, PentaLibra, and previously at Nokia, Symbian, Psion, Bain, and Andersen Consulting.