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Friday, October 22, 2010

some tech infrastructure features in a high frequency eq trading (hedge fund)

* gemfire distributed cache. DB? latency too high.
* tibrv
* between internal systems (not with external systems) -- FIX based protocol
* swing trader station + OMS on the server-side + smart order router + connectivity
* there's more math in risk system; but the highest latency requirements are on the eq front office systems.