The New Role of Data

Price: $995   Register now

Recommended that you register at least two weeks in advance.

Course Features

  • Course date:10/01/2019
  • Course Duration: 1 Day
  • Level: Beginner-intermediate
  • Prerequisites: None
  • Method: Live & Virtual
  • Venue: MicroTek
  • Time: 9:00 am – 5:00 pm
  • Dress Code: Business Casual

Overview

By the end of this one-day course, the participants will be able to:

  • Explain the many different types of data used in capital markets
  • Know the functions influenced by data and how it’s changed
  • Identify the main participants on the data value chain and learn how they interact
  • Understand how technology infrastructure has changed the landscape
  • Understand how the Big Data Revolution has permanently impacted capital markets

Who Should Attend

Those with responsibility for data management or trading or trading support.  Also, tech professionals that support the front office.

AGENDA

Primary types of data

A. Market Data, its Components & its Purpose

    1. Realtime prices
    2. Point in time or EOD prices
    3. Types of market data
      • Fundamental
      • Historical
      • Time Series
      • Derived

B. Reference Data, its Components & its Purpose

    1. Entity Data
      • Clients
      • Counterparties
    2. People Data
    3. Product Data
    4. Location Data
      • Clearing
      • Settlement

C. What is Alternative Data and Why is it Important?

D. The Explosion of Data Volumes & How it’s Changing the Way Cap Markets Operate

    1. Messages growing exponentially
    2. New sources, new uses

Understanding How Data Fits

A. Where Data Comes From

    1. Original sources (Direct)
    2. Intermediaries & Aggregators

B. Post-Acquisition Process

    1. Data Transport, Cleansing, Distribution & Storage
    2. Data infrastructure Providers

C. Data Flows

Usage and Users of data

A. Sell-side

  1. Market Data uses for:
        • Trading and valuation
        • Research and The Decision Process

Risk management

        • Clearance and settlement
        • Regulation
  1. How data feeds our critical systems
        • On-Boarding
        • Compliance
        • Standardized and Streamlined Operations
  2. How data feeds our critical systems
        • Research platforms
        • PMS
        • OMS
        • EMS
        • Risk
        • Clearance & Settlement
        • Accounting & Records

B. Buy-side

  1. Market Data
        • Trading and valuation
        • Portfolio Management & Research
        • The Decision Process
        • Risk management
        • Performance Attribution
        • Regulation
  2. Reference Data
        • On-Boarding
        • Standardized and Streamlined Operations

Data Infrastructure and the Distribution Value Chain

A. Chief Data Officer and EDM

B. Value Chain

        • Messaging Bus
        • Cleansing
        • Middleware
        • Ticker Plant
        • Feed Handler
        • Caching
        • Storage

C. The Data Center

        • How the Data Center Works
        • Location, Location, Location

D. The Importance of Latency: Speed becomes critical

        • Milliseconds matter
        • Data Centers Take Center Stage
        • Direct line vs. Intermediary
          • Fiber vs. Microwave
        • Key providers of these systems & how they interact

Big Data is Big!

A. The origin of the Big Data revolution

B. How Big Data has transformed the Cap Markets

        • The new trading paradigm
        • Importance of algorithms, routing and AI

C. How Analytics has Reshaped Cap Markets

        • Predictive signals in trading and investing
        • Risk management

D. Alternative Data and its Uses

        • Satellite & GPS
        • Social Media
        • Shipping
        • Credit Cards and Payment Behaviors

Instructor

  • Bob Iati is a recognized capital markets industry expert with more than 30 years of wide-ranging experience in operations, data management and technology in global markets. Bob’s experience includes a role as Partner & Global Head of Consulting Services for TABB Group, presiding over the company’s rise from startup to be the most respected research …
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