CoinTossX: An open-source low-latency high-throughput matching engine

Author:

Jericevich IvanORCID,Sing Dharmesh,Gebbie Tim

Funder

University of Cape Town

Publisher

Elsevier BV

Subject

Computer Science Applications,Software

Reference21 articles.

1. The Epps effect under alternative sampling schemes;Chang;Physica A,2021

2. Can agent-based models probe market microstructure?;Platt;Physica A,2018

3. Calibrating high-frequency trading data to agent-based models using approximate bayesian computation;Goosen,2020

4. Low-latency trading in the cloud environment;Addison,2019

5. Disruptor: High performance alternative to bounded queues for exchanging data between concurrent threads;Thompson,2011

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A simple learning agent interacting with an agent-based market model;Physica A: Statistical Mechanics and its Applications;2024-01

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