The agile process followed at LMAX is one that works for the individuals and the organisation there. And that's because they do one thing very well - they regularly examine the issues faced and adapt the process to try and combat them. It's an agile process that's, well, very agile - it's constantly changing. Documenting it would only represent a single snapshot in time that would be out of date almost as soon as the next retrospective comes along.
Any process can inspire Cargo Cultism, and the last thing I want to do is give people a process to without the tools to know whether it's the right thing for them or not. It's more important to understand your goals, check progress and improve.
I was talking this through with a colleague, Israel, and he rightly pointed out the tool that LMAX can share with everyone else - thinking. Examining the problems, visualising them, and trying out different ways to fix them.
So at Devoxx Israel and I presented a session on "Agile++", using LMAX as a use case of when agile methods work. The session examines four specific issues encountered at LMAX and the steps taken to solve them, and it's available on Parleys. Enjoy.