EXTENT Trading Technologies Trends & Quality Assurance

суббота, 21 апреля 2012 г.

Best of the web: New FPGA-based Ticker Plant from the London Stock Exchange Group

London Stock Exchange Group presents a new innovative Ticker Plant product.

All real time market data for each of the Group’s markets (London Stock Exchange, Borsa Italiana, Turquoise and MTS) will be delivered in a single, bespoke, binary protocol – similar to that of the popular Level 2-ITCH protocol.

Market data product management, processing, enrichment and normalisation will be completed by tailored next generation technologies – including FPGA processing – migrating away from traditional software process management to a hardware base

Presentation "Introduction to our Next Generation Group Ticker Plant" by Ed Rainer at FISD EUROPE March 7-8, 2012 in Paris

Short Introduction Video from Antoine Shagoury, Chief Information Officer


понедельник, 16 апреля 2012 г.

Конференция УЧЕУТЕ Апрель 2012 завершилась

Вот и завершился апрельский EXTENT, но организационный комитет не останавливает свою работу. В программе были представлены интересные доклады и презентации, на протяжении всего мероприятия проводилась видео и фото-съемка. В ближайшее время на нашем сайте и на страницах в социальных сетях появится собранный за два насыщенных дня материал.

Следите за обновлениями
Спасибо гостям, спасибо участникам, спасибо партнерам!

До встречи на осеннем EXTENT, успехов и процветания, друзья!

http://extentconf.com

вторник, 10 апреля 2012 г.

Day 1: April 13, Friday

09:00 - 10:00 Registration and breakfast
10:00 - 10:10
Conference Оpening
10:15 - 11:10
Adaptive Trading Algorithms, Open Discussion


Moderators:

Sona Oganesyan, QA Analyst, Synthetic Strategies

Andrey Alexeenko, Head of Algorithmic Trading Practice

Pavel Protsenko, Project Manager

Exactpro Systems Research Department
11:15 - 12:00
GUI-Robots as Trading Technology Trend


Igor Suzdaltsev, Deputy CEO, Kalita-Finance
12:00 - 12:20 Coffee-break
12:20 - 13:15
Four Houses Fight to Control Test Automation


Alexey Zverev, Managing Director, Exactpro Systems, Head of CFT QA

Alyona Bulda, QA Lead for Borsa Italiana, Innovative Trading Systems

Marina Kudryavtseva, QA Manager, Innovative Trading Systems

Olga Moskaleva, QA Analyst, Innovative Trading Systems
13:20 - 15:20 Lunch
15:20 - 16:00
Latency, Throughput and Capacity Planning


Phil Penhaligan, Head of UK Equity Product Technology (LSE and Turquoise)

London Stock Exchange Group
16:05 - 17:00
Latency Measurement Panel Discussion


Phil Penhaligan, Head of UK Equity Product Technology, LSEG

Andrey Okhlopkov, COO, EXANTE, The Organic Choice in Finance

Lidia Sinitsyna, NFT Lead for Borsa Italiana, Innovative Trading Systems

Iosif Itkin, Managing Director, Exactpro Systems

Pavel Medvedev, Director, Innovative Trading Systems

Moderator: Pavel Protsenko, Exactpro Systems
17:00 - 17:20 Coffee-break
17:20 - 18:00
Testing of HFT GUI


Alexey Zverev, Managing Director, Exactpro Systems

Natalia Pryadkina, QA Analyst, Innovative Trading Systems

Ivan Bobrov, Club QA Co-Founder, Kostroma
19:00 - 21:00 Dinner


Day 2: April 14, Saturday

09:00 - 10:00 Breakfast
10:00 - 10:40
Next Step in Reconciliation Testing


Natalia Zaitseva, Automation Lead for Borsa Italiana, ITS-Expert

Natalia Popovchuk, Development Lead, ITS-Expert
10:45 - 11:25
Broker for Algorithmic Trading


EXANTE, The Organic Choice in Finance

Andrey Okhlopkov, Chief Operations Officer

Sergey Troshin, PhD, Head of Platform Development
11:25 - 11:45 Coffee-break
11:45 - 12:30
Open Source and Exchange Trading Panel Discussion


Maxim Rudovsky, PhD, Director of Development, Innovative Trading Systems

Sergey Troshin, PhD, Head of Platform Development, EXANTE

Dmitry Zavodchikov, Development Lead, ITS-Expert

Dmitry Guriev, Senior programmer, ITS-Expert

Moderator: Svetlana Negrub, Innovative Trading Systems
12:30 - 14:30 Lunch
14:30 - 15:10
Practical approach for prediction of financial crashes based on LPPL model


Vyacheslav Arbuzov, PROGNOZ
15:15 - 15:55
The Future of Risk Controls, Exactpro Systems


Anna Zvereva, Senior QA Analyst

Boris Rabinovich, Lead of Complex Derivatives Projects

Alexey Yermolayev, Hardware Implementation Analyst

Iosif Itkin, Managing Director
15:55 - 16:15 Coffee-break
16:15 - 16:55
Prediction Markets as a Tool for Crowdsourcing and Collective
Intelligence


Anton Kondratyuk, Senior Business Analyst, Witology

Rostislav Yavorskiy, Vice-President Models & Algorithms, Witology
17:00 - 17:55
Social Networks and Exchange Trading Panel Discussion


Liuba Konnova, Senior QA Lead

Dmitry Tsymlyakov, QA Analyst

Marina Soloveva, QA Lead

Viktoria Leonchik, QA Analyst

Moderator: Kirill Zagorouiko, Director, Innovative Trading Systems
19:30 - 22:30 "After-hours" party