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* Avoiding adverse selection in dark pools: How to effectively measure dark pool performance to improve trading results

In this Waters webinar, you’ll learn the following:

• Determine whether high frequency trading is increasing your odds of adverse selection
• Confidently ascertain the quality of dark pool liquidity
• Achieve better results by avoiding the pitfalls of asymmetric information
• Improve the effectiveness of liquidity-seeking algorithms to maximize trading performance

* Negotiating Downturns – IT Optimization via Innovative solutions

In this Waters webinar, you’ll learn the following:

• How IT sourcing strategies are shifting in the current cost cutting environment?
• What innovative solutions can be brought in by outsourcing vendors that will help reduce cost?
• What is collaborative delivery model?
• How non linear pricing models like Transaction based pricing and Outcome based pricing work?

* Your Firm’s Big Picture: Intelligent Monitoring

In this Waters webinar, you’ll learn the following:

• How to monitor latency within algorithmic trading strategies?
• How trading strategies can profit from operational and latency information?
• How to absorb data into your CEP engine and correlate it with previous events to enable predictive modeling?
• How to reduce the time to seconds and minutes when identifying issues and their causes?

You'll hear short and incisive presentations and have the chance to participate in a lively Q&A session.

* Building Value in Securities Operations: Reducing Cost of Reconciliation through SaaS

In this Waters Webinar you will learn:

• Transaction Lifecycle Management (TLM) Now Through a SaaS Offering
• Now Mid-Tier Firms Can Achieve The Same Efficient Reconciliations Previously Only Available to the Big Firms
• Easy and Fast to Deploy

You'll hear short and incisive presentations and have the chance to participate in a lively Q&A session.

* Real-Time Risk – A Mandate for Trading in Volatile Markets

In this webinar sponsored by Progress Apama you will hear from industry experts about how CEP can deliver real-time trading risk management. Among the key issues for discussion will be:

• How CEP can enable risk management to keep pace with high-frequency trading
• How trading operations are optimized when they can offer greater visibility to risk
• How real-time risk with CEP increases trading volumes, commissions and profits

* Gaining real time insight to manage market, credit and counterparty risk

Having said “enough is enough,” a number of firms have raced to implement new Real Time risk management processes. These firms are working with the IT vendor community to achieve these new ambitious goals. Having seen some initial success and knowing the concerns of our readers, Waters will host a webinar on April 8, 2009 with a terrific line-up of speakers to help our readers grapple with the new realities of managing counterparty risk.

• How “Real” is Real Time?
• How to aggregate Counterparty and Settlement Risk across multiple dimensions
• The art of discovering and employing Continuous Intelligence

* CEP – Strategic or Tactical Weapon

In this Waters webinar, sponsored by Progress Apama, you’ll hear from industry experts as they explain how CEP delivers:

• Real-time risk measurement
• Insightful market surveillance
• A more robust IT infrastructure

* Driving Enterprise Savings To The Bottom Line

There are leading practices and solutions in each of the three critical areas where organizations need improvement. This webinar will cover:

• The fundamental processes of sourcing and procurement
• The technology that enables efficiencies and cost savings
• The integration with the finance function that allows organizations to measure results

* Effective trading strategies through CEP technology

In this webinar you'll hear how your investment firm can achieve competition-beating trading strategies via an effective CEP strategy. Hear how CEP can not only aid in managing your ever-growing data volumes, it can help you create effective trading strategies and offer a view of your firm's real-time risk.

* Repeatable Quantitative Training

• Search and consolidate the market data and historical data stored in your enterprise
• Analyze the data in different test models for your quant traders
• Transform historical data into useful strategies for your Complex Event Processing (CEP)

Sponsored by Sybase, Coral8 and TABB Group

* Beyond Best Execution and Compliance Monitoring

Hear how BPM and BRM are delivering business value in securities and capital markets. Learn how these technologies complement each other and are leveraged to power more integrated processes across the trading cycle, while maximizing information assets and supporting auditability.

* CEP outside the algorithmic box

While much of the early attention for Complex Event Processing (CEP) has centered on Algorithmic trading applications, CEP has expanded well beyond this domain and is now used in a much wider set of enterprise applications for financial markets trading.

* The Trading Rewards of Superior Market Insight

On Tuesday September 9th, Waters conducted a briefing called The Trading Rewards of Superior Market Insight sponsored by Sybase

This briefing looked at how data management, when performed effectively, can really make a difference to your trading opportunities.

On the panel was Bob McDowall, Research Director at TowerGroup who provides an end-user perspective so that you can understand exactly how to cope with smart data management and learn how you can then implement this at your firm.

* The Rush for the Golden Tickets

In this briefing, Waters gathers speakers including a senior analyst from a leading market research firm to give a 20,000 foot view of the data management landscape. A data management specialist from a major investment firm is also on hand to provide a view of life in the trenches and what the future holds for data management.

* Options Symbology

July 31, 2009 is the deadline for all market participants to convert to the new options symbology method compliant data. This massive change will require firms to drastically update their current infrastructure to abide with the new option guidelines. Will your firm be ready on August 1, 2009?

* Liquidity Risk: The Myths and Reality of Managing Risk

In today’s financial climate, there are few topics more urgent and critical than Liquidity Risk across the globe. With this in mind, Waters offers a study of strategies and practices that help your firm protect itself from potential loss of capital.

* Complex Event Processing - Believe the Hype

Complex event processing (CEP) is slowly transforming investment firms into the instantly responsive trading houses that we know today. As with any new technology, however, there are questions. Is CEP a panacea? Does it deliver on its promises? Where is it being used and where will it be rolled out next?