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Trading Beyond the Horizon

A-Team Group | White Paper
January 2010

In 2010, financial markets participants continued to expand their trading activities as liquidity increasingly becomes fragmented, seeking alpha in new markets, best execution in dark pools, arbitrage opportunities across the order book and by implementing high frequency and complex, multi-leg, cross asset class strategies.

The successful operations – whether they be the proprietary trading desks of traditional broker/dealers, specialist high frequency trading firms and algorithmic traders, or quantitative hedge funds, will leverage a trading infrastructure that combines high-performance, algorithmic and order routing platforms with the lowest latency access to multiple geographically distributed execution venues.

 

 

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