Labels

_fuxi (75) _IV (146) _misc (5) {610610 (30) algo (1) automatedTrading (8) banking/economy (3) book (14) c++misc (125) c++real (15) c++STL/java_container (7) cppTemplate (1) db (13) DB_tuning (4) deepUnder (1) dotnet (69) eTip (17) excelVBA (12) finance+sys (34) financeMisc (24) financeRisk (2) financeTechMisc (4) financeVol (21) finmath (17) fixedIncome (25) forex (16) IDE (24) invest (1) java (43) latency (4) LinearAlgebra (3) math (30) matlab (24) memoryMgmt (11) metaPrograming (2) MOM (15) msfm (1) murex (4) nofx (11) nosql (3) OO_Design (1) original_content (4) scriptUnixAutosys (19) SOA (7) socket/stream (15) sticky (1) subquery+join (2) swing (32) sybase (6) tech_orphan (12) tech+fin_career (30) telco (11) thread (21) timeSaver (13) tune (10) US_imm (2) US_misc (2) windoz (20) z_algo+dataStructure (4) z_arch (2) z_c#GUI (30) z_career (10) z_career]US^Asia (2) z_careerBig20 (1) z_careerFinanceTech (11) z_FIX (6) z_forex (31) z_hib (2) z_ikm (7) z_inMemDB (3) z_j2ee (10) z_oq (14) z_php (1) z_py (26) z_quant (4) z_skillist (3) z_spr (5)

Monday, April 7, 2014

HFT + CitiMuni -- loosely coupled, MOM-based

AutoReo, BidWanted and many trading engines in Citi Muni are all distributed architectures glued by MOM. Echoed by the Citadel HFT architecture described in [[all about HFT ]]