The data & analytics race: How to win in a future determined by historic data

Join us for a webinar, in partnership with BMLL, to explore how historical data can help firms gain deeper insights across the trade lifecycle in order to deploy more sophisticated strategies and gain a trading advantage. 

The pace of the data and analytics race is not just increasing, it’s accelerating.  Times are changing due to profound market microstructure transformations.  Buy- and sell-side collaboration has driven algorithmic development, resulting in innovative ways of provisioning liquidity in a rapidly evolving landscape.  Today, firms are looking for deeper insight across the trade lifecycle and deploying more sophisticated strategies to gain a trading advantage. Traders are demanding analytics that contextualise real time activity against historical averages. Access to the highest quality data is now a vital differentiator between the firms that will rise to the top and those that will be left behind.  

In a webinar in partnership with BMLL this week, The TRADE editor Laurie McAughtry welcomed panellists including Dr Elliot Banks, chief product officer at BMLL Technologies; Elias Hatchuel, electronic sales trader at Berenberg; Will Winzor Saile, partner in execution analytics and architecture at Redburn; Simon McQuoid-Mason, head of equity products, UK & Ireland at SIX; and Neil Bond, equities markets specialist at Newton Investment Management Group to discuss this compelling issue. 

The panel explored the challenges facing the buy-side when it comes to data usage, the gaps that still need filling, the differences between buy- and sell-side requirements, and the complexities of evolving data analysis. Topics of conversation included how exchanges can provide the level of liquidity demanded of them and how historical data can help define and present performance as well as improve future trading strategies, as well as a an evaluation of specific use cases and an exploration of what the future of data in the market might be.