what is the principle of low latency in trading application?
It seems that all the major investment banks use C++ in Unix (Linux, Solaris) for their low latency/high frequency server applications. How do people achieve low latency in trading high frequency 开发者_运维问答equity? Any book teach how to achieve this?
http://g-wan.com/
http://www.zeromq.org
http://www.quantnet.com/forum/threads/low-latency-trading-system.3163/
check these websites you may get some idea about low latency programming.
but be aware that some codes may not be standardized. Which means it will not for longer time
it may creates some bugs in it.
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