HFT Technology and Algorithms

As an engineer I marvel at what has been achieved. As an fx trader I lament the lack of volatility. The trading platform I use has an internal latency of about 100 ms these guy are sub 1 ms.by modifying kernels, router firmware and using FPGA’s.

Barbarians at the Gateways – A former engineer/trader gives a tour of the HFT technology stack.

Online Algorithms in High-frequency Trading – Explore the use of one pass algorithms in HFT.

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