5 ms·
Yeah it's quite interesting. I don't think I've seen this come up in anything besides that talk which is about the HFT space. However, I did hear a few times a
by nicula 2y ago
Yeah it's quite interesting. I don't think I've seen this come up in anything besides that talk which is about the HFT space.
However, I did hear a few times about cases where you'd trade better average performance that comes with spikes (e.g. in terms of response time) in favor of worse average performance that has lower variance.