GridGain Webinar: Powering Financial Spread Betting with In-Memory Computing

Spread betting is an alternative to conventional trading that enables users to speculate on rising as well as falling market prices. Spread betting became one of the major global growth markets since the financial crisis of 2008. The reasons for this rise in popularity include preferential tax treatment, low entry and transaction costs, favorable conversion rates, wider bid offer spreads and less regulations.

While spread betting offers the opportunity for good profits, it also carries considerable risks. To minimize risk, experienced financial institutions and individual speculators use advanced mathematical models to devise optimal trading strategies. In order to take advantage of the current market conditions, the analysis must happen in real-time.

Join us Wednesday, November 2, 2016 at 11:00 AM PDT/2:00 PM EDT for a webinar with Eric Karpman, an expert in computing infrastructure for the financial services industry. Eric will demonstrate how, with the help of the GridGain in-memory computing platform, financial services firms can manage the event risk, margins, commissions, market making, statistical and correlation analysis, as well as algorithms used in spread betting. Multiple use cases and examples will show you how some of the largest global banks, asset managers and online gaming firms minimize the risk and increase the rewards of spread betting by implementing GridGain in-memory computing solutions

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