论文标题
通过相对论延迟通过沟通线传输市场订单
Transmission of market orders through communication line with relativistic delay
论文作者
论文摘要
“相对论财务”的概念已根深蒂固，并在许多大众媒体的报告中得到了主张。然而，尽管观察到最有名的华尔街公司开发了越来越接近交易枢纽的服务器，但令人惊讶的是，与交易订单的相对论延迟有关的“硬”信息很少。在本文中，作者使用修改后的M/M/G队列理论来描述以有限速度的交易信号的传播。
The notion of "relativistic finance" became ingrained in public imagination and has been asserted in many mass-media reports. Yet, despite an observed drive of the most reputable Wall Street firms to establish their servers ever closer to the trading hubs, there is surprisingly little "hard" information related to relativistic delay of the trading orders. In this paper, the author uses modified M/M/G queue theory to describe propagation of the trading signal with finite velocity.
