The Gateway to Algorithmic and Automated Trading

It's decision time

Published in Automated Trader Magazine Issue 10 Q3 2008

But is that the whole of the problem, that the decision-making process itself adds latency to data? Or are data volumes and the proliferation of trading venues outstripping data vendors’ capacity to deliver in real-enough time? William Essex investigates.

Velocity equals distance over time, unless you co-locate to the source of your data. In that case, you've cut out distance and redefined time as how long it takes you to make a decision and act on it. "Nobody's ever talked about how long their algo takes to run*," says Jeff Hudson, CEO of Vhayu, describing the evolution of an industry that runs all the way from smoke signals ("really pretty advanced for their time") to adaptive algos capable of thinking for themselve

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