q-fin.TR · 2026-09-21 · No. 120

Trading and Market Microstructure, 2026-09-21.

1 new papers in q-fin.TR. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study

    Vincent Maciejewski

    q-fin.TR · cs.DC

    The actor model - state isolation, data-race freedom, deadlock resistance, and sequential single-message reasoning - has long been dismissed as unsuitable for high-frequency trading (HFT): actors seem to imply many threads, a mailbox per actor, and a heap-allocated message plus a context switch per interaction, overhead incompatible with a microsecond budget. This paper argues the dismissal is wrong for co-located actors, and supports it both...

    arxiv.org/abs/2609.21173 · PDF

This edition is part of The Daily Abstract — q-fin.TR archive. Subscribe to receive these in your inbox each morning, automatically translated to Spanish, with reply-to-PDF: arxivdaily.ignorelist.com.

Colophon Set in Georgia, with system sans for interface chrome and a monospaced stack for code and paper identifiers. Sole accent: amber #D99C5E. Built and served on an always-free VM. The masthead is set 14% letterspaced because newspapers do that and it works.