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, |
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” 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 |
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