Featured White Papers

Case Study: Accelerating Back Testing of Algorithmic Trading Strategies

Algorithmic trading has become ever more popular in recent years – accounting for approximately half of all European and American stock trades placed in 2012. The trading strategies need to be back-tested regularly using historical market data for calibration and to check the expected return and risk. This is a computationally demanding process that can take hours to complete. However, back-testing the strategies frequently intra-day can significantly increase the profits for the trading institution.

Click here to read this Xcelerit Case Study

Beyond Latency in the Moscow Markets

Russia’s central financial marketplace has evolved so rapidly that it is now primed to become a key international hub, and the finance organisations able to anticipate and quickly adapt to this fast-changing environment will clearly emerge as market leaders. This whitepaper discusses the current state of Russia’s electronic financial markets, and addresses the issues that need to be understood regarding infrastructure and connectivity challenges in Moscow.

Click here to read this IXcellerate White Paper

Java Without the Jitter – Achieving Ultra-Low Latency

Modern messaging, trading, and reporting systems require extremely low latencies, in the range of a few milliseconds, to meet customer expectations and strict service level agreements. This paper describes how to use new JVM technology to achieve maximum platform latencies of 1-2 milliseconds with very little tuning effort.

Click here to read this Azul White Paper

In Search of Data Durability and High Performance

In-memory database systems eliminate much of the performance latency associated with traditional on-disk database management systems, but some applications require a higher level of data durability. As a solution, IMDSs offer transaction logging, in which changes to the database are recorded on persistent media. But critics object that logging re-introduces the storage-related latency that builds slowness into on-disk DBMSs. Will an IMDS with transaction logging outperform a traditional DBMS? Will type of storage – hard disk drive vs. SSD vs. state-of-the-art memory-tier device – affect any performance difference?

Click here to read this McObject White Paper

Implementing High Precision Timekeeping for Network Analysis

Time-stamping and time synchronization is now required knowledge for developers of high performance network monitoring and analysis appliances. This white paper introduces the key fundamentals with a review of technology choices and testing scenarios.

Click here to read this Napatech White Paper

Precise Sub-Microsecond Timing Solution Delivered for High Frequency Trading

This Case Study provides details of how Spectracom helped a HFT infrastructure firm improve the quality of its time synchronization, enabling the firm to easily distribute time to multiple networks simultaneously and achieve sub-microsecond synchronization.

Click here to read this Spectracom Case Study

Delivering Sub-Microsecond Accurate Time to Linux Applications Around the World

This white paper from Symmetricom explores the challenges in delivering sub-microsecond accurate time to a Linux program, and presents IEEE 1588 Precise Time Protocol (PTP) solutions and test data showing how to overcome those challenges.

Click here to read this White Paper

Packet Processors Offer Performance and Flexibility for Low-Latency HFT Applications

Off-the-shelf multi-core packet processors with corresponding software provide tremendous programming flexibility for quick compliance with changes to government regulations and market events not achievable with traditional FPGA-based solutions.

Click here to access this GE White Paper

RF Considerations in High Frequency Trading Architectures

Many financial trading firms have recently discovered wireless as an excellent transmission medium for executing their critical trades at extremely low latency compared to their fiber connections. Some firms are actively installing wireless networks but will they see the promised latency results they are expecting? At NeXXCom Wireless we look at the network holistically meaning, not just the latency through the RF channel. Our recently released white paper explores all the considerations that should be evaluated when selecting the proper RF technology platform and provider in order to avoid hidden or unplanned latencies.

Click here to access this NeXXComm Wireless white paper