🧡 (5/5) In trading, end-to-end latency from sensing the market to executing the action (new order single, amend, cancellation) determines whether the agent's reward signal is meaningful or just random noise.

Cross disciplinary research rocks. More later.

#ReinforcementLearning #AlgorithmicTrading #Latency #JohnCarmack #HighFrequencyTrading #Trading

Dr. #TorstenSlok, Chief Economist, Apollo Global Management, The average daily #US #equitymarket turnover now exceeds $1 trillion, driven by higher #retail participation, more #high-frequencytrading and recent #tech-sector #volatility
SubMicro Trading System | 890ns Ultra-Low Latency Execution Engine

Open-source sub-microsecond algorithmic trading system achieving 890ns median latency. Lock-free, deterministic, production-ready.

Agent-based simulator models flash crash events like 2010’s using high-frequency trading data and explores key market conditions behind such volatility. https://hackernoon.com/the-anatomy-of-a-flash-crash-modeled-to-the-millisecond #highfrequencytrading
The Anatomy of a Flash Crash, Modeled to the Millisecond | HackerNoon

Agent-based simulator models flash crash events like 2010’s using high-frequency trading data and explores key market conditions behind such volatility.

Simulations show how algorithmic trading, inventory limits, and trader speed drive flash crashesβ€”and why real markets may be more fragile than we think. https://hackernoon.com/how-trading-algorithms-can-trigger-flash-crashes #highfrequencytrading
How Trading Algorithms Can Trigger Flash Crashes | HackerNoon

Simulations show how algorithmic trading, inventory limits, and trader speed drive flash crashesβ€”and why real markets may be more fragile than we think.

Simulated study reveals how market maker limits and trading frequency affect the frequency and severity of mini flash crash events. https://hackernoon.com/why-tiny-crashes-happen-all-the-time-and-what-they-reveal-about-modern-markets #highfrequencytrading
Why Tiny Crashes Happen All the Time, and What They Reveal About Modern Markets | HackerNoon

Simulated study reveals how market maker limits and trading frequency affect the frequency and severity of mini flash crash events.