Navigation and Service

Content

Market Data Masterclasses

Start
21 November 2024 13:30 CET
End
21 November 2024 18:30 CET
Location
The Cube, Mergenthaler Allee 61, 65760 Eschborn or via Livstream

About 150 attendees joined us virtually and onsite at The Cube for our Market Data Masterclasses. Moderated by William Rowe, Deutsche Börse Market, the afternoon of 21 November 2024 was filled to the brim with food for thought.

Eight sessions covering a wide range of market data topics from technology, analytics, FX/Crypto, Information Products to reference data. A great opportunity to see the market completely. 

Did you miss our expert discussions or would like to see them again? No problem at all. We have recorded all the sessions.

Time

Topic

Speaker

13:30 - 13:40

Welcome Remarks

Alireza Dorfard, Head of Deutsche Börse Market Data + Services

13:45 - 14:05

Fireside Chat between Dr. Alireza Dorfard and William Rowe

Big Data is a widely used term that market participants will have heard across the industry. Dr Alireza Dorfard and William Rowe provide an insight into the sharp end of decision making. 


 

Alireza Dorfard, Will Rowe, 
Deutsche Börse Market Data + Services

14:10 - 14:40

Unlocking potential: Identifying Data and Trading Opportunities in Emerging Markets

Gerrit explores opportunities in emerging markets and new asset classes, highlighting the importance of data analytics in identifying and capitalizing on these opportunities.

Gerrit Marks, Head of Products & Licensing

14:45 - 15:15

Data ingestion improvements: Showcasing the ease of accessibility in advanced platforms like Databricks

The presentation discusses enhancements in data ingestion, highlighting the user-friendliness of advanced platforms like DataBricks. It also showcases how these platforms can be integrated to analyze market data and extract actionable insights. 

Sven Wohlfarth, Head of Data Services Operations

15:15 - 15:45

Coffee break

From Data to Discovery: Engaging analytics use cases

15:50-16:20

Unveiling Market Dynamics: Understanding unique market sentiment and analysis to optimize your trading strategies

Showcasing the success of Eurex Cleared Flows in enhancing market sentiment and transparency in the derivatives alongisde Eurex Flows and Eurex Open Interest.

Roman Schick, Quant Analyst

16:25 - 16:50

“Like Sitting Ducks – You Can’t Hide in the Dark”
A showcase of low latency tools that improve your reaction times

Dark pools promise to be safe havens from "predatory" high-frequency traders. But recent studies by Euronext and SIX have shown how far from the truth this is. Stefan will dive into some numbers that confirm these earlier findings 

Stefan Schlamp, Head of Quantitative Analytics

16:55 - 17:20

Utilizing Equity Simulation Tools for Strategic Decision-Making and Quantifying Market Impact

The presentation highlights how the Xetra auction simulator aids in uncovering hidden liquidity, assessing market impact, and enhancing order execution during scheduled auctions. The Xetra auction simulator is a distinctive feature of the A7 analytics platform, which enables customers to model the impact of large orders in auctions. 

Carsten Harlass, Quant Analyst

17:25 - 17:35

Coffee break

17:40 - 18:10

Precision in Market Data: Leveraging High-Accuracy Timestamps for Enhanced Analysis

T7 provides a zoo of timestamps. Stefan provides insights into how to make sense of them and shows how best to utilize the timestamps for highly accurate backtests.

Stefan Schlamp, Head of Quantitative Analytics

18:15 - 18:30

Xetra Client-Centric Market Insights: Advanced member reporting for Better Decision-Making and Peer Analysis

Introducing Xetra’s monthly and quarterly member analytics reports.

Andreea Vaduva, Quant Analyst

18:30

End of the sessions and network reception