If you see anything about LMAX - the Disruptor, Continuous Delivery, or even the selection criteria for hiring developers, you'll see that LMAX is pretty keen on Agile. However, no-one's documented the Agile process there, as far as I know. Although I personally had it on my todo list, I never had the motivation, the hook to do it. And I realised eventually that's because I'm not sure it's a process that would work very well for another team, in another company, working in another business.
The Coalescing Ring Buffer
For anyone who is interested in what LMAX is up to, and is still following my blog, have a look at this post about the latest tool they’ve open sourced: the Coalescing Ring Buffer.