At the KX Capital Markets Summit in New York, BTIG’s Stephen Ponzio, Scotiabank’s Judith Gu, and North Rock Capital Management’s Thomas Yang joined KX’s Manus Maguire to discuss how leading trading firms are advancing their real-time data and analytics capabilities. The panel explores how kdb+ and q are being used to unify historical and streaming data, accelerate real-time signal generation, and strengthen the connection between research and production to reduce latency and alpha decay.
The speakers share practical techniques for building robust feature sets, applying causal discovery to improve model reliability, and developing infrastructure that can keep pace with rapidly evolving trading strategies. They also address the current limits of agentic AI in trading, the importance of reproducible model pipelines, and emerging approaches to improving data accessibility across technical and non-technical teams.
This session offers direct insight from front-office practitioners on how to operate more efficiently and confidently in today’s fast-moving markets.
