Saturday, October 10, 2015

AMF/QuERI Lab Mini-workshop: How to simulate the Johannesburg Stock Exchange?

Thank you to Dharmesh and Dieter for making advanced concepts more readily accessible this week during the mini-workshop on how to design, develop and test a high-throughput low-latency simulator of the JSE matching engine, market and data gateways based on the JSE documentation. This was a wonderful journey from the memory management issues of L1 and L2 Caches to the inner working of the HPPC java libraries across to Hawkes processes!

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