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Low-latency trading
, 2012
"... This paper studies market activity in the ―millisecond environment, ‖ where computer algorithms respond to each other almost instantaneously. Using order-level NASDAQ data, we find that the millisecond environment consists of activity by some traders who respond to market events (like changes in the ..."
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Cited by 30 (2 self)
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in the limit order book) within roughly 2-3 ms, and others who seem to cycle in wall-clock time (e.g. access the market every second). We define low-latency activity as strategies that respond to market events in the millisecond environment, the hallmark of proprietary trading by a variety of players including
Designing a DHT for low latency and high throughput
- IN PROCEEDINGS OF THE 1ST NSDI
, 2004
"... Designing a wide-area distributed hash table (DHT) that provides high-throughput and low-latency network storage is a challenge. Existing systems have explored a range of solutions, including iterative routing, recursive routing, proximity routing and neighbor selection, erasure coding, replication, ..."
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Cited by 191 (15 self)
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Designing a wide-area distributed hash table (DHT) that provides high-throughput and low-latency network storage is a challenge. Existing systems have explored a range of solutions, including iterative routing, recursive routing, proximity routing and neighbor selection, erasure coding, replication
The Quest for Low Latency
- PROCEEDINGS OF THE INTERNATIONAL COMPUTER MUSIC CONFERENCE (ICMC2004
, 2004
"... Low latency processing is usually a goal in real-time audio applications; however, it is not clear how little latency is to be considered low enough. We discuss currently available experimental data on human perception and argue that somewhat high latencies (around 20--30ms) are probably perfectly a ..."
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Cited by 14 (0 self)
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Low latency processing is usually a goal in real-time audio applications; however, it is not clear how little latency is to be considered low enough. We discuss currently available experimental data on human perception and argue that somewhat high latencies (around 20--30ms) are probably perfectly
Low Latency via Redundancy
"... Low latency is critical for interactive networked applications. But while we know how to scale systems to increase capacity, reducing latency — especially the tail of the latency distribu-tion — can be much more difficult. In this paper, we argue that the use of redundancy is an effective way to con ..."
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Cited by 8 (0 self)
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Low latency is critical for interactive networked applications. But while we know how to scale systems to increase capacity, reducing latency — especially the tail of the latency distribu-tion — can be much more difficult. In this paper, we argue that the use of redundancy is an effective way
Low-Latency in Wireless Communication
"... Abstract: This paper focus is on access-layer technologies targeting low-latency robust and spectrally-efficient transmission in a set of emerging application scenarios. Two basic types of wireless networks are considered, namely long-term LTE-Advanced cellular networks and medium-range rapidly depl ..."
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Abstract: This paper focus is on access-layer technologies targeting low-latency robust and spectrally-efficient transmission in a set of emerging application scenarios. Two basic types of wireless networks are considered, namely long-term LTE-Advanced cellular networks and medium-range rapidly
Low-Latency Interprocess Communication
, 2009
"... (LCM) library for message passing and data marshalling. The primary goal of LCM is to simplify the development of low-latency message passing systems, targeted at real-time robotics applications. LCM is comprised of several components: a data type specification language, a message passing system, lo ..."
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(LCM) library for message passing and data marshalling. The primary goal of LCM is to simplify the development of low-latency message passing systems, targeted at real-time robotics applications. LCM is comprised of several components: a data type specification language, a message passing system
Trace Cache: a Low Latency Approach to High Bandwidth Instruction Fetching
- In Proceedings of the 29th International Symposium on Microarchitecture
, 1996
"... to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works, must be obtained from the IEEE. Contact: ..."
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Cited by 311 (12 self)
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to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works, must be obtained from the IEEE. Contact:
Low latency complex event processing on parallel hardware
- J. Parallel Distrib. Comput
, 2012
"... Low latency complex event processing on parallel hardware ..."
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Cited by 11 (8 self)
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Low latency complex event processing on parallel hardware
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