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wkselph
on Feb 1, 2011
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How I Built a Startup High Frequency Trading Firm
I've added another post, this one very in depth and technical on how to build a limit order book.
http://howtohft.blogspot.com/2011/02/how-to-build-fast-limit...
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Search:
http://howtohft.blogspot.com/2011/02/how-to-build-fast-limit...