Methods and Systems for Implementing Market Making Strategies at Low Latency

Abstract

Disclosed herein are automated trading engine embodiments that operate on market data and re-engineer trading logic to operate on computational resources that are capable of providing highly parallelized and pipelined processing operations to improve tick to trade latency. As an example, logic resources for the automated trading engine can implement multiple market making strategies that post and cancel quotes on markets. Examples of market making strategies that can be implemented by the automated trading engine include basic market making, joining market making, and bettering market making. Further still, the market making strategies can be driven by low latency derivative pricing.

Description

CROSS-REFERENCE AND PRIORITY CLAIM TO RELATED PATENT APPLICATIONS

[0001] This patent application claims priority to U.S. provisional patent application Ser. No. 63 / 149,904, filed Feb. 16, 2021, and entitled “Methods and Systems for Low Latency Automated Trading”, the entire disclosure of which is incorporated herein by reference.

[0002] This patent application is related to (1) U.S. patent application Ser. No. ______, filed this same day, and entitled “Methods and Systems for Market Making at Low Latency” (said patent application being identified by Thompson Coburn Attorney Docket Number 44826-215369), (2) U.S. patent application Ser. No. ______, filed this same day, and entitled “Methods and Systems for Joining Market Making at Low Latency” (said patent application being identified by Thompson Coburn Attorney Docket Number 44826-217124), (3) U.S. patent application Ser. No. ______, filed this same day, and entitled “Methods and Systems for Bettering Market Making at Low Latency” (said ...

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