I 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

I 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.