On Wednesday, lab49‘s CTO Matt Davey presented a case study entitled Optimizing High-Performance Trading Solutions: An Engineering Perspective to an SRO audience of over 100 people at the Waters North American Trading Architecture Summit. Lab 49 is a leading technology consulting firm with a track record of innovation in delivering cutting edge solutions to many of the big investment banks, hedge funds and other capital markets firms.
During the session, Matt demonstrated an innovative ETF arbitrage system and a new Single Dealer Platform (SDP) solution that Lab 49 has developed using Solace’s recently announced web messaging infrastructure. In each case, the combination of RIA applications, integration with data sources and high-volume, low latency distribution between the two are the key’s to the system’s architecture.
Matt’s presentation was one of the best attended at the event, and underscored the rabid interest in capital markets for distribution of real time information to RIAs. I have uploaded a copy of Matt’s slides here (unfortunately, they don’t/can’t include the live demo he gave).