> But even with all these layers in place, you still need an actual strategy to run at the end of the day. Everything in the quoter can be optimized to hell, bu

> But even with all these layers in place, you still need an actual strategy to run at the end of the day. Everything in the quoter can be optimized to hell, but if the strategy module is spinning for 1000+ microseconds because it's running some bloated ML model, then none of that really matters. From what I have heard, Optiver have a performance lab, which replicate real conditions with an exchange replayer and they can measure wire-to-wire latency for every release. Hiring people for their maths chops as quants, you probably don't expect them to know about HW-level optimisations at the beginning of their finance careers, which, I guess, is the reason for such a performance lab. Build tools that help people bring their best skills to the table and catch regressions.