PARALLEL PROCESSING SYSTEM

Techniques for performing high-frequency trading in over-the-counter markets, including for foreign exchange trading and financial arbitrage. Some embodiments include multiple software modules that each implement operations related to a trading system. The multiple software modules may be arranged a...

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Bibliographische Detailangaben
Hauptverfasser:	JOHNSON JESSE, RALICH ANDREW, KLINE CHRISTOPHER JOHN
Format:	Patent
Sprache:	eng
Schlagworte:	CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:	Techniques for performing high-frequency trading in over-the-counter markets, including for foreign exchange trading and financial arbitrage. Some embodiments include multiple software modules that each implement operations related to a trading system. The multiple software modules may be arranged according to sets that correspond to sequences of trades that may be evaluated and potentially selected for execution by the trading system. Each set of software modules may include software modules of various types that perform different operations related to processing trading data and selecting a sequence of trades for execution based on a potential for profit associated with the sequence of trades. The software modules may be executed on multiple processing cores, including cores of low-cost, consumer-grade multicore processing units.