Microsecond Market
High-frequency trading research and simulator
A playable, microsecond-level simulator of how high-frequency trading works on NYSE, Nasdaq and the Hong Kong Stock Exchange, and a research study asking whether market making pays on live order books.
- 0 / 96strategy settings that made market-making profit after fees on the holdout data
- 4.1 msChicago to New Jersey by microwave, versus 6.6 ms over fiber
- 150made-up stocks reacting to the same index futures