Trading Agents The Microsecond MarketIEEE Spectrum has a nice feature article (written by David Schneider) in their June 2012 issue about high-frequency trading and the latency arms race in particular. The article quotes me advocating discrete-time markets. June 13, 2012/0 Comments/by AWP Administrator /wp-content/uploads/2016/07/SRG-black-background.png 0 0 AWP Administrator /wp-content/uploads/2016/07/SRG-black-background.png AWP Administrator2012-06-13 18:21:342016-07-11 18:23:06The Microsecond Market