Introduction to the OR Forum Article: "The Cost of Latency in High-Frequency Trading"

OR Forum - The Cost of Latency in High-Frequency Trading

Modern electronic markets have been characterized by a relentless drive toward faster decision making. Significant technological investments have led to dramatic improvements in latency, the delay between a trading decision and the resulting trade execution. We describe a theoretical model for the quantitative valuation of latency. Our model measures the trading frictions created by the presenc...

Is It Necessary to Restrict Forex Financial Trading? A Modified Model

The Central Bank of Iran banned online currency trading through Forex brokers in November 2016. However, some Iranian speculators still trade in the online Forex market. Is this prohibition on Forex trading reasonable? According to reports, the majority of Forex day traders fail and leave the market within six months to a year. Some scholars attribute this failure to the changeable characterist...

Effective low-cost High-Frequency Trading solutions from IBM and Mellanox May 2011 A Low-Latency Solution for High- Frequency Trading from IBM and Mellanox

Low latency IIR digital filter design by using metaheuristic optimization algorithms

Filters are particularly important class of LTI systems. Digital filters have great impact on modern signal processing due to their programmability, reusability, and capacity to reduce noise to a satisfactory level. From the past few decades, IIR digital filter design is an important research field. Design of an IIR digital filter with desired specifications leads to a no convex optimization pr...

Enterprise Networks for Low Latency , High Frequency Financial Trading

Emerging applications such as high frequency trading are driving new requirements for ultra-low latency data center network designs. In this paper, we review low latency messaging applications for enterprise server platforms and present the results of a recent audited industry standard benchmark test designed to simulate the effects of real time financial trading systems. Design best practices ...