Optimising connectivity for algorithmic FX trading
FXAlgoNews, November 2015 edition, “Expert Opinion” p 16-17
Nicolas Vitale, director at Alpha Novae, explains how to optimize connectivity for FX algorithmic trading, from its challenges, the pros and cons of building vs buying, and of the API vs FIX connections.
“If you’re new to FX algorithmic trading, one of the first technological challenges you will face is connectivity. And it is not a trivial one. Despite what you might think, optimising connectivity is not something to be left only to high frequency trading firms, as in our current times, bad latency means money left on the table for each trade you make.You may already have a solid background on equities algorithmic trading, and you might consequently treat this question as a “déjà vu”, but this would be a mistake. […]”