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were you on the tech side of HFT? What were you doing, if you don't mind me asking.
by chirau 7y ago
were you on the tech side of HFT? What were you doing, if you don't mind me asking.
- AndrewBissell 7y agoI wrote and operated HFT algos trading Kospi 200 options, most actively from 2010-2012. I was mostly just making two-sided markets around a Black Scholes value calculated against the futures contract. The KRX was so rickety at the time that you could still do it with a colocated server running Java. A partner of mine handled most of the platform side (exchange connection, order book management, etc) and I wrote the trading logic and operated it; it always needed a modicum of manual tuning, I never quite got it to the point of being fully automated.