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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

Be part of our insightful Masterclasses event, where our data experts will delve into the latest trends and techniques in real-time data and analytics.

Join us via livestream or in person at The Cube, Eschborn. The presentations will be followed by a small networking reception full of data talk.

Moderator: William Rowe, Deutsche Börse Market Data + Services

> Please click here to register


If you have further questions, please reach out to us at data.services@deutsche-boerse.com. 

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
 

Alireza Dorfard, Will Rowe

14:10 - 14:40

Unlocking potential:
Identifying Data and Trading Opportunities in Emerging Markets

Explore 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 and Snowflake

Demonstration detailing the integration of advanced data platforms like Snowflake or Databricks in analysing market data and deriving 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

Analysis into how dark trading (and price pegging in general) is prone to latency arbitrage and spoofing. But Xetra Midpoint (go-live November 2024) will be unaffected because it runs on the same matching engine.

Stefan Schlamp, Head of Quantitative Analytics

16:55 - 17:20

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

A unique feature of A7, allowing 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

Expansion of the HPT coverage to EEX, HPT timestamps for failed transactions (“Private HPT”), and how the Colo 2.0 infrastructure upgrade improves backtests using HPT timestamps.

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