In the last year the futures markets have changed beyond all recognition. Algorithmic trading has revolutionized the futures markets, creating new trading opportunities for complex, cross asset, cross exchange strategies that embrace the technology at the same time as it makes it harder for others who seek to achieve profits with traditional tools. Speed latency has become so vital that trade processes are now measured in micro-seconds rather than milliseconds. This need has led to two tier trading with the ‘haves’ able to afford co-location and the ‘enhanced’ trading feeds and the ‘have not’s’ trying to get by with what is left over. Global 24 hour trading has arrived. With a growing number of liquidity sources and rapidly escalating ‘bandwidth’ requirements. Building the infrastructure to support this has become one of the biggest challenges for clearers. Risk is also back on everyone’s lips, volatility is back with a vengeance together with the futures industry’s favourite bogey man, ‘the rogue’ trader. With the sheer number of instruments and complex cross exchange strategies, risk requirements have shifted from the simple P&L to VAR, CVAR, BETA...the list is endless. For those willing and able to keep step, the rewards can be immense. If you trade, you need to recognize these changes, evolve, and capitalize on the opportunities they present. The search to find the ‘killer’ trade has intensified, speed, new markets, new arbitrage opportunities, new asset classes, hardware, complex event engines, software, risk management tools to name but a few. What does the future hold?
You are invited to join Progress Apama, SEB and Fortis who will share with you their experience and industry expertise to take advantage of the changing dynamics taking place in the Futures space. Register here
http://www.progress.com/apama/apamabb | 
LSE, United Kingdom
