How do I design high-frequency trading systems and its architecture. Part III
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
Liquidity aggregation
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…