How fast is it really? On latency, measurement, and optimization in algorithmic trading systems | Architect: Trade Futures, Options, Digital Assets
"The speed of light sucks." - John CarmackâSoftware engineers within the world of low-latency automated trading (colloquially known as "high-frequency trading" or HFT) obsess over speed. From purchasing private bandwidth between microwave towers to analyzing x86 instructions from different compiler versions, those with experience in this industry have seen colossal time and expense committed to the problem of optimizing code and network paths for minimal execution times.But how does one actually...
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