A pretty great tech talk by Brian Nigito of Jane Street [2017] - a quantitative trading firm which also provides an Electronic Trading Platform/Exchange - about

A pretty great tech talk by Brian Nigito of Jane Street [2017] - a quantitative trading firm which also provides an Electronic Trading Platform/Exchange - about how to take advantage of existing network technologies (multicast) and single-purpose, deterministic, application architectures to build a distributed, scalable, and reliable order entry, validation, and matching engine.