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Transmission of market orders through communication line with relativistic delay

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  • Peter B. Lerner

Abstract

The notion of "relativistic finance" became ingrained in public imagination and has been asserted in many mass-media reports. Yet, despite an observed drive of the most reputable Wall Street firms to establish their servers ever closer to the trading hubs, there is surprisingly little "hard" information related to relativistic delay of the trading orders. In this paper, the author uses modified M/M/G queue theory to describe propagation of the trading signal with finite velocity.

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  • Peter B. Lerner, 2020. "Transmission of market orders through communication line with relativistic delay," Papers 2008.05527, arXiv.org.
    • Handle: RePEc:arx:papers:2008.05527
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