New York (HedgeCo.net) – The University of Oxford is establishing a lab as the latest project in the collaborative venture between Oxford and $58.4 billion hedge fund investment manager, Man Group plc.
The Oxford-Man Institute of Quantitative Finance (OMI) virtual ‘data lab’ will be powered by OneTick, a single solution for complex event processing (CEP), analytics and tick data created by OneMarketData, LLC.
“Markets are complex, evolving systems carrying a huge amount of data, Being able to access and manage financial and business data quickly is very important if we are to learn how to address the key problems associated with financial markets and risk in a way that has significant impact.” Professor Terry Lyons FRS, Director of the Oxford-Man Institute, said, “The new system will aid our researchers in gaining a better and deeper understanding of financial markets, their behaviour, their stability, and their inter-dependence.”
The data lab will mirror the systems already used by commercial financial institutions worldwide to capture, store and analyse vast amounts of financial data, educating the next generation with a range of tools they need to create new economic and trading strategies.
Researchers at the Institute carry out work on market volatility, hedge fund liquidity, credit default and systemic risk and are pioneers in computational techniques and new mathematics to optimise portfolios.
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