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References

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jvirtanen edited this page Dec 21, 2014 · 6 revisions

Here are articles that are of interest for the design and implementation of Parity Trading System:

  • W. Eholzer. Some insights into the details that matter for high-frequency trading: Eurex Exchange's T7. Eurex 2014.

  • M. Fowler. The LMAX Architecture. 2011.

  • A. Lixandru. Efficient Architectures for Low Latency and High Throughput Trading Systems on the JVM. Informatica Economica volume 17, 2013.

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