Selerity expands macroeconomic event data coverage
First Published 27th June 2012
Broader offering to provide event-based traders with more efficient risk management and alpha generating opportunities
Ryan Terpstra, Founder and CEO, Selerity
"Central bank rate decisions and macroeconomic reports can have a global impact given how tightly correlated markets have become."
New York - Selerity, a provider of real-time event data solutions for the financial services industry, has announced the expansion of its macroeconomic event data coverage in both developed and emerging markets. By expanding its international coverage, Selerity aims to serve a broader customer base engaged in foreign exchange and sovereign debt trading.
"Central bank rate decisions and macroeconomic reports can have a global impact given how tightly correlated markets have become," said Ryan Terpstra, Founder and CEO, Selerity. "Obtaining immediate access through a clear latency advantage to these data points is a natural extension of Selerity's existing global strategy."
"Event-based trading community members are finding it increasingly challenging to differentiate themselves by only playing in the domestic markets," said Brendan Gilmartin, Vice President, Content and Research, Selerity. "By delivering additional event data at low latency for countries outside the G-7, market participants are now able to broaden their strategies and more effectively manage risk."