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Performance

Optimizing TCP Receive Performance for quant development

Optimizing TCP Receive Performance for quant development The performance of receive side TCP processing has traditionally been dominated by the cost of the `per-byte’ operations, such as data copying and checksumming. We show that architectural trends in modern processors, in… http://www.usenix.org/event/usenix08/tech/full_papers/menon/menon_html/ — For more interesting discussions on * TCP stack optimization * multi-core 1 machine …

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Quant analytics: What do you think of Sniper Strategy and its performance in FX?

Quant analytics: What do you think of Sniper Strategy and its performance in FX? —- If you are running it on bank price feeds, expect very spotty performance and an eventual decrease in liquidity. If your sniper is a good shot, you’ll find the banks turning you off in droves. Sniper strategies will have the …

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