Back to the future: High-frequency, low-latency trading architectures

In the 1980s, trading systems used to be built on a monolithic platform, running all applications off one mainframe. Then, people started to develop distributed, multi-tier application architectures. And today, those architectures are compiled and run off of one box. Have we come full circle? Have trading architectures gone back to the future? Tune in now.

Category:

News & Politics

Tags:

• Accenture
• capital markets
• trading

[gaur6534]

I think that you are right in stating that they are monolithic applications. Speed is of the essence so sharing memory is better than using IPC and since you don't want an overbloated operating system then its better to use a barebones linux/unix system. Here in Germany the Deutsche Boerse is expanding its support for colocation services.

I am more of an engineer than a scientist so I don't care too much for definitions but how I can use technology. What was your main point BTW?

[bryantbamw]

high frequency trading sucks!!!