Menu
It seems that all the major investment banks use C++ in Unix (Linux, Solaris) for their low latency/high frequency server applications. How do people achieve low latency in trading high frequency equity? Any book teach how to achieve this?
771
In capital markets, low latency is the use of algorithmic trading to react to market events faster than the competition to increase profitability of trades. For example, when executing arbitrage strategies the opportunity to "arb" the market may only present itself for a few milliseconds before parity is achieved.
As it pertains to trading, latency directly influences the amount of time it takes for a trader to interact with the market. The timely reception of pertinent market information and the ability to act upon its receipt are often greatly impacted by latency issues.
Latency. The time that elapses from the moment a signal is sent to its receipt. Since lower latency equals faster speed, high-frequency traders spend heavily to obtain the fastest computer hardware, software, and data lines so as execute orders as speedily as possible and gain a competitive edge in trading.
http://g-wan.com/
http://www.zeromq.org
http://www.quantnet.com/forum/threads/low-latency-trading-system.3163/
check these websites you may get some idea about low latency programming.
but be aware that some codes may not be standardized. Which means it will not for longer time
it may creates some bugs in it.
98
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With
