3 ms·
HFT shops refer to things on nanosecond and sometimes even picosecond scale if you want to talk seriously about it. Source: software engineer who's worked (or
by SEJeff 8y ago
HFT shops refer to things on nanosecond and sometimes even picosecond scale if you want to talk seriously about it.
Source: software engineer who's worked (or still works) for electronic trading firms for the last 10ish years.
- joshuamorton 8y agoI'd really like to know the context in which the time for light to travel ~1 inch or (generously) 1/200 of 1 cpu operation or 1/100 of a cache read is relevant to anything.
- shaklee3 8y agoFor RF work it's common to have to send a signal at a nanosecond resolution to be received properly due to time sharing.
- SEJeff 8y agoThe more accurate data captures are, the more accurate models of the data can become. Also, for things like pure arbitrage (which virtually doesn't exist anymore due to the efficiency of markets with computers trading), those trades are Taladega Nights style "you're first or you're last" winner take all. As another poster commented about, it is not uncommon in RF. Fiber optics along with Microwave radios are common in the space. The goal is to get to the limit of what physics allows ultimately.