13 March
Noon, LT308 Huxley
| Title: | Implementation of a low latency algorithmic trading engine in C++ and Matlab for Government Bonds. |
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| Abstract: | We will cover the technical challenges of implementing an automated trading engine to trade Government Bonds without any trader interaction. Covering the technical consideration around data subscription, component integration and order execution within a low latency environment. Various technologies were used to implement the final solution including C++, Java, Matlab and VB and we will discuss the technology stack and why each technology was chosen. |
| Speaker Details: | Greg Osinaike Greg Osinaike has spent the last decade building complex risk and trading systems for a number of Tier 1 banks. Greg has worked in Credit, FX and Rates market and is currently heads up the EMEA Rates Technology Strat group in BAML which is responsible for eCommerce Risk and P&L Technology for Rates Flow Trading. |
