Numerical computations widely used in quantitative finance can be harassing for standard servers and CPUs. Hence it is natural to consider to use dedicated hardware. The names that come often that for are "FPGA" and "GPU".
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Limit order book size
I am trying to write a highly optimised limit order book and I wondered what sort of size I can expect for:
Range of limit prices
Number of orders at each limit price
I am developing custom ...
