High-frequency Trading

Vol. 11 No. 8 – August 2013

High-frequency Trading

Articles

Online Algorithms in High-frequency Trading

The challenges faced by competing HFT algorithms

by Jacob Loveless, Sasha Stoikov, Rolf Waeber

Barbarians at the Gateways

High-frequency Trading and Exchange Technology

by Jacob Loveless

Passively Measuring TCP Round-trip Times

A close look at RTT measurements with TCP

by Stephen D. Strowes

A Lesson in Resource Management

Waste not memory, want not memory—unless it doesn't matter

by George Neville-Neil