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As the financial world seeks to optimize proprietary pricing and trading strategies, the huge volume of tick data demands models that can deal with multi-asset class data and incorporate ancillary data for insights and risk profiling in real-time.
We’re excited to host this webinar alongside ICE, a global leader in cross asset market data, pricing and analytics. We’ll discuss different approaches to optimizing your algo trade models using real-time & historical data analytics . If you’re making fast decisions using large tick data volumes, then this webinar will help equip you with the tools you need to optimize your tick environment. We’ll explore: