Financial spread betting has been one of the major global growth markets since the financial crisis of 2008. There are several reasons for this, including preferential tax treatment, low entry and transaction costs, wider bid-offer spreads, less regulation, and a diverse universe of products and options.
However, spread betting can be a very risky business. To limit risk and increase the rewards from spread betting, financial institutions and individual speculators use advanced mathematical models to predict outcomes and devise optimal trading strategies. The analysis must happen in real-time to take advantage of the then current market conditions.
This webinar will show you how an in-memory computing platform such as GridGain, which is built on Apache® Ignite™, addresses these needs. You will learn how financial services firms use in-memory computing to manage event risk, margins, commissions, market making, statistical and correlation analysis, as well as the many algorithms used in spread betting. Multiple use cases will be presented to show how some of the largest global banks, asset managers, online gambling firms and other players are succeeding at spread betting.
At the end of this webinar, you will understand how to use GridGain or Apache Ignite to minimize the risk and increase the reward of spread betting.