Gary Collier, Technology Manager, AHL
James Blackburn, Senior Technologist, AHL
AHL is a quantitative investment manager and an early adopter of systematic trading, committed to using technology to provide a productive environment for its “quants” to research, construct and deploy new trading models. In this talk AHL technologists Gary Collier and James Blackburn describe how MongoDB successfully replaced a range of traditional technologies with a single platform for every type and frequency of financial market data, from tick data through daily data, and for every level of data SLA, from ad-hoc exploratory research through to automated trading. In doing so they also describe how MongoDB helped AHL, transforming the time to on-board new sources of data and the time to market for new trading strategies, whilst improving reliability, scalability and increasing data access performance by orders of magnitude.