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AIQF Daily digest — 1 new paper

Sent 21 September 2026 · 1 new paper

Quant Paper Radar · 1 new

  1. 1

    Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study

    quant relevance 0.82

    The paper presents low-latency infrastructure for processing live CME futures market data, with an emphasis on actor-model message delivery and tick-to-book latency rather than an alpha signal or return-based strategy. Its microbenchmarks and live-feed measurements include a decode-and-book floor of roughly 7 microseconds and the framework's contribution to latency.

    original paper

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