Redesigned Systems Pave The Way For Increased Brokerage Trade Volume, Says Celent

It took six years, but trading volumes during the first quarter of 2006 finally surpassed levels recorded in 2000. Retail brokerage firms were finally ready to capitalize on newly streamlined IT infrastructures and up their trading activity, says a new

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It took six years, but trading volumes during the first quarter of 2006 finally surpassed levels recorded in 2000.

Retail brokerage firms were finally ready to capitalize on newly streamlined IT infrastructures and up their trading activity, says a new Celent report titled “Brokerage Capacity Management Best Practices.

But as trading volumes continue to increase, the overall capacity these systems can handle will be once again questioned.

In the report Celent outlines what brokerage firms and brokerage service firms are doing to keep their systems’ capacities at a level that can answer client demands without raising prices.

“Brokerage firms learned their lesson after the crash of 2000,” says Lauren Bender, manager of Celent’s Retail Securities & Investments group and author of the report. “They cannot afford to build and maintain bloated systems that only break even at high trading volumes, they must build for flexibility so that as trading volumes change, they can scale up or down quickly and easily in response.”

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