CME Study Claims HFT Reduces Price Swings Original Story
Phantom Indexes If so much volume trades off-primary – how valid are our index values??? Good food for thought.
Smart Order Routing: Multi Agent System for Real Time Adaptive SOR in Dark Pools More SOR Reading
Good old reference on basic C++ performance Contains things like details on: type conversion base class functions cost of virtual, vs non virtual, vs static calls inlining multiple inheritance various casting operations time overhead of various exception mgmt schemes templates vs inheritance object construction temp objects templates std::string usage etc.