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Posts tagged ‘HFT’

7
Sep

RSS Digest: Week Ending 07-Sep-2012

Java

goldmansachs / gs-collections
https://github.com/goldmansachs/gs-collections

 

Programming

The Best of the 20th Century: Editors Name Top 10 Algorithms
http://www.uta.edu/faculty/rcli/TopTen/topten.pdf

 

Technology

Infiniband. Back from the dead?
http://gigaom.com/cloud/infiniband-back-from-the-dead/

 

HFT

Applying ISO 9000 Standards to High Frequency and Automated Trading
http://www.hftreview.com/pg/blog/mike/read/61558/applying-iso-9000-standards-to-high-frequency-and-automated-trading

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12
May

RSS Digest: Week Ending 12-May-2012

HFT

TCP Sucks
http://bramcohen.com/2012/05/07/tcp-sucks

Podcast – The State of the Art in Low Latency – The Daly Post
http://www.moneyscience.com/pg/blog/Admin/read/334032/podcast-the-state-of-the-art-in-low-latency-the-daly-post

4
May

RSS Digest: Week Ending 04-May-2012

Java

Scala or Java? Exploring myths and facts
http://www.infoq.com/articles/scala-java-myths-facts

Azul Launches Zing 5.2 JVM With Support for Ubuntu Linux
http://www.eweek.com/c/a/Linux-and-Open-Source/Azul-Launches-Zing-52-JVM-With-Support-for-Ubuntu-Linux-885879/

Java Developers Resource Center
http://www.javacodegeeks.com/p/resources.html

 

Programming

Reactor
http://www.cs.wustl.edu/~schmidt/PDF/reactor-siemens.pdf

 

Linux

Linux profiling with Perf
https://code.google.com/p/kernel/wiki/PerfUserGuide

The 2012 Top 7 Best Linux Distributions for You
https://www.linux.com/learn/tutorials/571815:the-2012-top-7-best-linux-distributions-for-you

Ubuntu 12.04 vs. Windows 7: Intel Sandy/Ivy Bridge Loses On Linux
http://www.phoronix.com/scan.php?page=article&item=intel_ivybridge_winlin&num=1

 

HFT

Dynamical Models of Market Impact and Algorithms for Order Execution
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2034178

Public News Arrival and Cross-Asset Correlation Breakdown: Implications for Algorithmic Trading
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2023079

13
Apr

RSS Digest: Week Ending 13-Apr-2012

Java

How to Use SPDY with Jetty
http://java.dzone.com/articles/how-use-spdy-jetty

Proposed dates for JDK 8
http://mail.openjdk.java.net/pipermail/jdk8-dev/2012-April/000942.html

The Java IAQ: Infrequently Answered Questions
http://norvig.com/java-iaq.html

JXInsight/Opus 1.0
http://www.jinspired.com/site/jxinsight-opus-1-0

 

C++

Willus.com’s 2011 Win32/64 C Compiler Benchmarks
http://willus.com/ccomp_benchmark2.shtml?p1

Intel Guide for Developing Multithreaded Applications
http://insidehpc.com/2012/04/02/intel-guide-for-developing-multithreaded-applications/

 

Networking

Diving into the Linux Networking Stack, Part I
http://beyond-syntax.com/blog/2011/03/diving-into-linux-networking-i/

 

HFT

#Commodities and #HFT – so happy together
http://www.hftreview.com/pg/blog/thetrader/read/44833/commodities-and-hft-so-happy-together

Romley – Significant Performance Gain
http://10gigabitethernet.typepad.com/network_stack/2012/03/romley-significant-performance-gain.html

Configuring the HP ProLiant Server BIOS for Low-Latency Applications
http://h20000.www2.hp.com/bc/docs/support/SupportManual/c01804533/c01804533.pdf

The Volume Clock: Insights into the High Frequency Paradigm
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2034858

Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1757861

9
Mar

RSS Digest: Week Ending 09-Mar-2012

Java

Better Programmer
http://www.betterprogrammer.com/

Comparing JVMs on ARM/Linux
https://blogs.oracle.com/jtc/entry/comparing_jvms_on_arm_linux

 

Linux

Kernel Performance Tuning is Art, not Science (Part 1)
http://blog.kreyolys.com/2011/03/05/kernel-performance-tuning-is-art-not-science-part-1/

 

HFT

Dynamic Co-movement Detection of High Frequency Financial Data
http://www.jds-online.com/file_download/357/JDS-1054.pdf

Low-Latency Trading
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695460

Can High-Frequency Traders Game Futures?
http://ablealpha.com/Research/Aldridge%20-%20Can%20HFT%20Game%20Futures%2020120120.pdf

Hidden Markov model applied to FX prediction
http://epchan.blogspot.com/2012/03/hidden-markov-model-applied-to-fx.html

High Frequency Trading Acceleration using FPGAs
http://ra.ziti.uni-heidelberg.de/pages/publications/papers/2011/11.pdf