e-FOREX CEP Reading
The July 2010 edition of e-FOREX has a number of interesting article around Complex Event Processing (CEP). StreamBase appear to be making process in the FX space (Retail and spread betting). The sell-side also appear to be leveraging CEP (StreamBase) with connections to 20 different venues (page 62). Page 80 has a view on connectivity – always an “interesting” subject.
Customising FX algorithms (page 102) touches are on time-slice orders coupled with almost shouting out about the obvious DSL trading language for constructing algorithms. I’m guessing backtesting is leveraging a tick plant?
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