Algorithmic Trading And Dma Barry Johnson Pdf !link! Official

To master algorithmic trading, you must respect the wire (DMA) as much as the code (Algo). Whether you find the exact PDF or read the concepts through alternative texts, remember this: In the world of DMA, your algorithm is only as good as its last nanosecond.

Johnson famously breaks down latency into propagation delay (speed of light in fiber) and serialization delay (processing time). algorithmic trading and dma barry johnson pdf