The Future of Financial Trading: Embracing Extreme Processing

The Future of Financial Trading: Embracing Extreme Processing

Drawing on the insights  shared by GigaSpaces, VP Product Yoav Einav as published in Computer Business Review, this article explores how in-memory computing meets the demands of applications requiring extreme high performance and low latency such as high-frequency trading.   There

GigaSpaces Shortlisted for Three Banking Technology Awards with Leading Financial Customers: Daiwa Capital Markets and Société Générale

GigaSpaces Shortlisted for Three Banking Technology Awards with Leading Financial Customers: Daiwa Capital Markets and Société Générale

As the Financial Services industry becomes increasingly competitive, our customers are continuously striving to improve the quality of their services. They are leveraging their growing amount of data with innovative new services to optimize operations, reduce risk and enhance customer

Trade and Event Processing at a Massive Scale – QCon NY 2012

  Trade and Event Processing at a Massive Scale – QCon NY 2012 Here is Uri Cohen's presentation from his session at QCon NY. Session Abstract: Efficient, low-latency and in-order trade processing has always been at the focus of financial institutions

Architecting Massively-Scalable Near-Real-Time Risk Analysis Solutions

Architecting Massively-Scalable Near-Real-Time Risk Analysis Solutions

Recently I held a webinar around architecting solutions for scalable and near-real-time risk analysis solutions based on the experience gathered with our Financial Services customers. In the webinar I also had the honor of hosting Mr. Larry Mitchel, a leading expert in the … Continue reading