CowboyRobot writes: HFT (high-frequency trading) has emerged as a powerful force in modern financial markets. Only 20 years ago, most of the trading volume occurred in exchanges such as the New York Stock Exchange, where humans dressed in brightly colored outfits would gesticulate and scream their trading intentions. Nowadays, trading occurs mostly in electronic servers in data centers, where computers communicate their trading intentions through network messages. This transition from physical exchanges to electronic platforms has been particularly profitable for HFT firms, which invested heavily in the infrastructure of this new environment. Although the look of the venue and its participants has dramatically changed, the goal of all traders, whether electronic or human, remains the same: to buy an asset from one location/trader and sell it to another location/trader for a higher price. The defining difference between a human trader and an HFT is that the latter can react faster, more frequently, and has very short portfolio holding periods. A typical HFT algorithm operates at the sub-millisecond time scale, where human traders cannot compete, as the blink of a human eye takes approximately 300 milliseconds.
How many Unix hacks does it take to change a light bulb?
Let's see, can you use a shell script for that or does it need a C program?