The Capital Markets Edition of the Event Processing Symposium keeps getting stronger. In addition to our opener and closer, Roy Schulte and Opher Etzion, respectively, the program is now completely loaded with Event Processing talent.
To name a few recent additions:
Identifying and Correlating Patterns In Real Time Market Data with Terabytes of Historical Data, by Colin Clark, CTO, Cloud Event Processing
Using Complex Event Process & Map/Reduce, we will describe and demonstrate a system capable of identifying and correlating patterns in real time market data to historical market data. The approach will demonstrate the use of complex event processing, symbolic aggregate approximation, an mpp database, and both sql and streaming map/reduce. Using this approach and a combination of statistical and probabilistic processes, one can distill current market activity into a recognizable pattern that is then able to be used to search terabytes of underlying market data for similar conditions.
Optimizing the Trade Process with the Starview Smart Enterprise Platform, by Thomas Sulzbacher, CEO of Starview Technology
Optimization of the trading process and minimizing risk requires continuous real-time visibility and control from Front Office to Back Office. We will discuss how to synthesize these trade events from critical systems using decision analytics to ensure the appropriate content is delivered to the right place at the right time from trade execution to settlement.
Dr. John Bates, of Progress/Apama, on hot-topic capital market trends and conversations, such as HFT, the flash-crash and looming regulatory change.
In addition to the talks, there will be ample opportunity to connect with the speakers and fellow attendees during networking breaks and via a panel discussion.
Check out the program. See you in New York!
[Disclosure: The Event Processing Community of Practice (EP CoP) is a client of Elemental Links].
