Venue-Specific Latency: Why Deterministic Trading Infrastructure Must Be Calibrated Per Exchange
Table of Contents The 5-Microsecond Window That Separates Alpha from Adverse Selection Speed Is Fragmented: Why Venue Architecture Dictates Outcome…
Category: hft
Flash Crash Decision Paralysis: Why Your Risk Architecture Cannot Rely on Human Reflex
Table of Contents When 47 Seconds Costs $2.3 Million The Speed Problem: Markets Move in Microseconds, Minds Think in Seconds…
Why Traditional Trading Infrastructure Fails at 3 AM: The 24/7 Settlement Architecture Problem
Table of Contents 1. The $1.5 Trillion Settlement Asymmetry 2. Why T+1 Still Isn’t Fast Enough 3. Scenario 1: The…
How Josh Levine Built Island ECN: The Matching Engine That Rewrote Electronic Trading
Table of Contents The Carnegie Mellon Dropout Who Democratized Markets Why a FoxPro Database Changed Trading Forever The Maker-Taker Model:…
Building an Institutional Crypto HFT Desk: The Real Cost of Entry Beyond the Technology
Table of Contents The $2.6M–$5.6M Reality Check Why Great Technology Cannot Save a Broken Business Model The Four Cost Centers…
The $600B State Management Vulnerability That CME’s 11-Hour Outage Exposed
Table of Contents November 28, 2025: Aurora Data Center Goes Dark The Exposure Pattern: When Exchange State Disappears State Independence:…
How the first true Low-Latency market was designed and architected.
Background: Stock Trading in the 1990s In the mid-1990s, U.S. stock trading was dominated by human intermediaries and fragmented systems.…
Accelerating Global Derivatives Trading
Case of Study of a Chicago Firm’s Journey to Low-Latency Success with Expert Guidance Introduction A leading Chicago-based quantitative proprietary…
High-frequency trading through artificial intelligence for financial innovation
Professor Chien-Feng Huang, at the National University of Kaohsiung in Taiwan delves into high-frequency trading across Artificial Intelligence In the…
Best Practices on HFT low-latency software
After several years of developing high-performance trading systems, we came up with some rules of thumb. When talking about low…
How technology and automation can help to improve Execution Quality in FX
Introduction In order to understand how to improve the execution quality in the forex market, we need to understand the…
The 0+ HFT Strategy
Ever wondered how HFT strategies work? Today, we’ll explore the 0+ HFT strategy – a strategy that has been practiced…
HFT: A New Race to Zero Latency is Starting?
The ability to execute trades at lightning-fast speeds has been the driving force behind the evolution of trading technology. Now,…
Startup: The Rise of a High-Frequency Trading Powerhouse
Startup: The Rise of a High-Frequency Trading Powerhouse This is a story of transformation, a journey of a South Florida-based…
Detailed performance analysis of a simple low-latency trading system
The video titled “A detailed performance analysis of a simple low-latency trading system” presents an overview of a simple low-latency…
Trading at light speed: designing low latency systems in C++ – David Gross – Meeting C++ 2022
[vc_row full_width=”stretch_row”][vc_column][vc_column_text] Making a trading system “fast” cannot be an afterthought. While low latency programming is sometimes seen under the…
Trading System Performance Unleashed: A Comprehensive Guide for Finance Professionals
Are you looking to optimize your trading systems for high-frequency trading? Do you want to unlock the full potential of…
Arbitrage, HFT, Quant and Other Automatic Trading Strategies in FX
This article was originally published here. The spot Forex market has grown significantly from the early 2000s due, in part,…
From Inside a Hedge Fund: Revelations From Insiders
Original post is by Mikhail Kirilin. click here. Hedge funds are the most off-limits financial institutions doing their best to…
Low Latency Trading Systems: A Comparative Study of Software-based vs FPGA-based Solutions
In the world of high-frequency trading, every millisecond counts. The competition to create the fastest and most efficient trading systems…
The technology needed for high frequency trading (HFT)
Low-latency networks and direct market access.
Co-location services
Advanced algorithms and machine learning techniques
Data management.
Advanced trading platforms and software.
Building a quantitative trading team
Building a quantitative trading team can be a complex process, but it can be broken down into several steps: It’s…
Using Monte Carlo Simulation for Algorithmic Trading
In financial markets, quantitative traders use the most common Monte Carlo Simulation method to reshuffle the order of their historical trades to help them better understand how a trading system could have happened.
Advice on How to Become a Research Analyst
By Jason Voss, CFA Original Post In: Leadership, Management & Communication Skills I am frequently asked, “What can I do to improve…
Saudi Arabia: Algorithmic Trading On Tadawul: Permitted Or Not?
Curated content. You can find the original content here. By Ahmed Butt As algorithmic trading becomes the norm in many…
An Introduction to the Sequencer World
Original post by Aiden Pestell Hi tech savvies. My name is Aiden and I have spent the last 4 years…
Defensive Market Making Against Market Manipulators
https://miro.medium.com/max/1400/0*2arApVA3c-sEuK3E Photo by Keith Johnston on Unsplash Greetings! In a previous article entitled “Simplified Avellaneda-Stoikov Market Making” we discussed how to use such…
High-frequency trading firms can easily get to 64% accuracy in predicting direction of the next trade, Princeton study finds
High-frequency trading firms can easily get to 64% accuracy in predicting direction of the next trade, Princeton study finds
How to Build a Quantitative HFT Forex-Shop
Introduction Building a Quant HFT on the forex market could be much more challenging than with other markets. Why? Because…
BackTesting HFT in Forex
Backtesting high-frequency trading strategies is always a subject of discussion. It differs from other types of backtesting because you are…
How do I design high-frequency trading systems and its architecture. Part III
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
How do I design high-frequency trading systems and its architecture. Part II
In the first part, I explained basic concepts of architecting a low latency trading system and some examples on how…
TOP 5 reasons why you need an FX aggregator?
An FX Aggregator, also known as the Foreign Exchange Aggregator, is a Forex trading software that combines (aggregates) all the…
Top 10 reasons why we see HFT firms fail
This top 10 reasons list is by no means “the fact”, but is based on our own experience serving such firms with our Advisory service and those using our low-latency HFT platform.
Working and interviewing for High-Frequency Trading?
How’s the current market HFT has been around for decades, and it is used by many hedge funds and other…
Understanding Trading Latencies
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of devices between the parties.
The time required to send data over long distances and through networking devices like routers and switches leads to delays in data centers, wide areas, and metro networks alike.
How to design high-frequency trading systems and its architecture. Part I
In this article, I would like to talk about how to implement a low latency system, the modules needed and…
How much money would it cost to setup high-frequency trading?
It’s a very lucrative business but is hard to get started. Usually, startups try to start small and grow as they see profits, but that always falls into failure. If you do that, you will fail to have all the above points I’ve listed.
Liquidity aggregation
It is very well known how fragmented the FX market is. There are hundreds of dealing banks, ECNs, non-banks, all…
Biography of an HFT startup
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
How do I design high-frequency trading systems and its architecture. Part I
In this article, I would like to talk about how to implement a low latency system, modules needed and its…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software, something crucial to achieving high-speed processing. After platform was done, was the turn of creating, testing and adjusting the strategy.
10 Things That Affect the Profitability of a Trading System
What factors affect the profitability of an automated trading system? Here is a list of the 10 things in no…
10 Things that Affect the Speed of a Trading System
What factors affect the speed of a trading system? Here is a list of the 10 things that affect the…
HFT’s trading returns revealed
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
An inside view on HFT’s trading returns
Finally, like never before, I can do it. I have permission to share what 2 hours of a real high-performance…
How to build an HFT for forex market FX ($EURUSD $EUR $USD)
To build a solid FX high-frequency trading environment is an extremely challenging exercise. A HFT engine usually contains the following…
Toxic flow in forex market
Believe it or not, there are many banks and ECNs that haven’t catch up with the latest technology with trading…