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
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~ by mdavey on June 8, 2011.
Posted in Trading
Tags: SOR
[...] Smart Order Routing: Multi Agent System for Real Time Adaptive SOR in Dark Pools [...]
Chris Donnan : Programming – Brooklyn Style » Blog Archive » Reposting Matt’s SOR Reading Links … said this on June 12, 2011 at 11:20 am |