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ord-lhr-nyc-nrt
searching PlanetScale…
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by
ord-lhr-nyc-nrt
12y ago
From what I understand batch auctions would match every participant's first order with everyone else's first order. Then all second orders would be matched together, all third, and so on. I think this is how one of the FX exchange
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by
ord-lhr-nyc-nrt
12y ago
I worked on these systems and I can categorically say this is the best summary of HFT I've ever come across. Many of the systems, fiber networks, data centers, and software that I touched are mentioned here. I've never heard the t