How I Built a Startup High Frequency Trading Firmhowtohft.blogspot.com136 points·by wkselph·15 ปีที่แล้ว·33 comments
wkselph·15 ปีที่แล้ว·discussI've added another post, this one very in depth and technical on how to build a limit order book.http://howtohft.blogspot.com/2011/02/how-to-build-fast-limit...
http://howtohft.blogspot.com/2011/02/how-to-build-fast-limit...