Smart Order Routing: Multi Agent System for Real Time Adaptive SOR in Dark Pools


A Multi Agent System for Real Time Adaptive Smart Order Routing in Non-Displayed Financial Venues (Dark Pools) offers interesting reading.

Does Java CEP’s really offer low enough latency for SOR? Maybe the answer is dependent on instrument?

Sidebar: FIX IPL Working Group

~ by mdavey on June 8, 2011.

One Response to “Smart Order Routing: Multi Agent System for Real Time Adaptive SOR in Dark Pools”

  1. [...] Smart Order Routing: Multi Agent System for Real Time Adaptive SOR in Dark Pools [...]

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