On the experience of the organization of high-frequency financial applications

Background: The financial industry actively develops, and a research objective is to formulate new development approaches of the hardware and software for algorithmic trade.
Materials and methods: Research framework is to use the system of automatic trade in the solution of problems of hedging, a market-making, arbitration, high-frequency trade, management of client positions.
Results: The statement of approaches to the solution of typical problems which developers of models and codes, such as: connection to the auction, relevance of exchange information, ways of testing and finding of optimum settings.
Conclusion: New opportunities of information and communication technologies and hardware-software systems effectively solve problems of the high-frequency trade in the financial industry.