IDEAS home Printed from https://ideas.repec.org/a/aes/infoec/v16y2012i4p105-116.html
   My bibliography  Save this article

Software Architecture Coupling Metric for Assessing Operational Responsiveness of Trading Systems

Author

Listed:
  • Claudiu VINTE

    ()

Abstract

The empirical observation that motivates our research relies on the difficulty to assess the performance of a trading architecture beyond a few synthetic indicators like response time, system latency, availability or volume capacity. Trading systems involve complex software architectures of distributed resources. However, in the context of a large brokerage firm, which offers a global coverage from both, market and client perspectives, the term distributed gains a critical significance indeed. Offering a low latency ordering system by nowadays standards is relatively easily achievable, but integrating it in a flexible manner within the broader information system architecture of a broker/dealer requires operational aspects to be factored in. We propose a metric for measuring the coupling level within software architecture, and employ it to identify architectural designs that can offer a higher level of operational responsiveness, which ultimately would raise the overall real-world performance of a trading system.

Suggested Citation

  • Claudiu VINTE, 2012. "Software Architecture Coupling Metric for Assessing Operational Responsiveness of Trading Systems," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 16(4), pages 105-116.
  • Handle: RePEc:aes:infoec:v:16:y:2012:i:4:p:105-116
    as

    Download full text from publisher

    File URL: http://www.revistaie.ase.ro/content/64/12%20-%20Vinte.pdf
    Download Restriction: no

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aes:infoec:v:16:y:2012:i:4:p:105-116. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Paul Pocatilu). General contact details of provider: http://edirc.repec.org/data/aseeero.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.