Connectivity Solutions in Automated Trading

• Autorzy: Popławski P.

Identyfikatory

DOI

10.2478/eletel-2015-0053

• Języki publikacji: EN

Abstrakty

EN

The study analyzes the architecture and deployment of direct market access (DMA) solutions for automated trading of securities. It provides an overview of automated trading systems including: trading floor architecture, trading environment connectivity, and DMA solutions. Among a range of factors influencing operational capacities, round-trip latency has been recognized as the key quality differentiator of an automated trading floor. The study identifies potential opportunity costs due to latency levels as a major driver of technological progress in trading in highly liquid market conditions.

Słowa kluczowe

EN

telecommunications; digital systems; systems architecture; automated trading; high frequency trading

• Wydawca: Polish Academy of Sciences, Committee of Electronics and Telecommunication
• Czasopismo: International Journal of Electronics and Telecommunications
• Rocznik: 2015
• Tom: Vol. 61, No. 4
• Strony: 403--408
• Opis fizyczny: Bibliogr. 47 poz., rys.

Twórcy

autor

Popławski P.

• Institute of Telecommunications at the Warsaw University of Technology

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