3 ms·
50ms == milliseconds. In HFT, 50 milliseconds might as well be 5 years. Now 50 microseconds is quite fast, and 50 nanoseconds is where you want to be.
by SEJeff 11y ago
50ms == milliseconds. In HFT, 50 milliseconds might as well be 5 years. Now 50 microseconds is quite fast, and 50 nanoseconds is where you want to be.
- alfalfasprout 11y agoVery few HFT firms are routinely operating in the nanosecond range. Under 50 microseconds is where most lie, and under 10 microseconds is where you'll find the fastest algos. Fact is, at that point even if you're colo-ing as a market maker the length of cable makes a difference. FPGA's and even ASIC's are pretty much necessary since even a CPU with off-die memory is going to be too slow HFT is increasingly harder to make profits in: the real growth is in algos operating in the low milliseconds range capturing real market activity and non simple arbitrage.
- SEJeff 11y agoI'll counter that with: very few so called HFT forms are actually HFT. I've worked for two this way. My previous employer was Virtu financial (look them up, they IPO'd)