Erik Rigtorp


Blog

08 Jun 2013
Estimating order queue position
22 Nov 2012
Designing a high performance market data feed handler
01 Jan 2011
Efficient rolling statistics with NumPy
20 Nov 2009
Erlang Latency Guide

Projects

statkit
Statistics toolkit for javascript
spark-dht11
Spark app for the DHT11 sensor
Spartan
High-Frequency trading components
NanoMQ
Ultra low latency messaging kernel
ipc-bench
Latency benchmarks of Unix IPC mechanisms