4 ms·

I've been working for HFT firms since I moved to NYC over a decade ago. The article looks like a good summation HugePage benefits (I'm a sysadmin, not a program

I've been working for HFT firms since I moved to NYC over a decade ago. The article looks like a good summation HugePage benefits (I'm a sysadmin, not a programmer so I understand it on a topical level only). What I do find fascinating is that HRT is actively blogging about this stuff. Ten years ago, everyone in the biz was super secretive and never made any public announcement about what we did - even stuff that I would take from HPE and RHEL low latency manuals (which were public knowledge). You never said anything publicly because protecting the "secret ingredients" of the trading system was paramount and any disclosure was one step towards breaking that barrier. Now, I'm seeing HFT companies post articles like this and I'm thinking it has to be for recruiting. Why else would they do it?. Anyway, as a side note, if you liked this article, you'd also probably like this: http://hackingnasdaq.blogspot.com/ http://hackingnasdaq.blogspot.com/ It was one of my favorite reads because it was written by someone going thru the journey of low latency exploration - before everything was taken over by FPGAs.

mhh__ 4y ago
This is ezpz optimization. Everyone and their dog knows about huge pages (or at least anyone I deem worthy). It's for recruiting, clout, and also generally expressing the culture of the firm.
- boshalfoshal 4y ago
  This but unironically - I was at a top HFT firm and admittedly lots of SWE talent we try to get end up going to HRT (comp being equal) because they present themselves as more tech forward, due in part to articles like this. I'm guessing the author of the article wrote this with good intentions of providing some insight into their process, but tech blogs at the end of the day are recruiting tools. Also agreed that this is a pretty surface level optimization, theres a reason why they are talking about it. If you are doing true HFT with purely software traders, you will probably lose to more serious players using FPGAs, which as OP mentioned isn't exactly new.
  - mhh__ 4y ago
    I wasn't being ironic, I genuinely think this should be required knowledge for programmers who want to use write native code.
Bluecobra 4y ago
> Now, I'm seeing HFT companies post articles like this and I'm thinking it has to be for recruiting. Why else would they do it? I think you’re right in the money here. All the secret sauce is in FPGA trading now so there’s nothing secret about sharing this info.
brooksbp 4y ago
> everyone in the biz was super secretive [..] even stuff that I would take from [..] (which were public knowledge) It's not just Finance but other industries have this culture as well. I suspect it manifests in an environment that is perceived to be hyper competitive--any perceived advantage regardless of where it came from or how differentiated it is, is held closely and over-weighed if proper metrics aren't in place to continue pushing for improvement.

mhh__ 4y ago

This is ezpz optimization. Everyone and their dog knows about huge pages (or at least anyone I deem worthy). It's for recruiting, clout, and also generally expressing the culture of the firm.

boshalfoshal 4y ago
This but unironically - I was at a top HFT firm and admittedly lots of SWE talent we try to get end up going to HRT (comp being equal) because they present themselves as more tech forward, due in part to articles like this. I'm guessing the author of the article wrote this with good intentions of providing some insight into their process, but tech blogs at the end of the day are recruiting tools. Also agreed that this is a pretty surface level optimization, theres a reason why they are talking about it. If you are doing true HFT with purely software traders, you will probably lose to more serious players using FPGAs, which as OP mentioned isn't exactly new.
- mhh__ 4y ago
  I wasn't being ironic, I genuinely think this should be required knowledge for programmers who want to use write native code.

Bluecobra 4y ago

> Now, I'm seeing HFT companies post articles like this and I'm thinking it has to be for recruiting. Why else would they do it? I think you’re right in the money here. All the secret sauce is in FPGA trading now so there’s nothing secret about sharing this info.

brooksbp 4y ago

> everyone in the biz was super secretive [..] even stuff that I would take from [..] (which were public knowledge) It's not just Finance but other industries have this culture as well. I suspect it manifests in an environment that is perceived to be hyper competitive--any perceived advantage regardless of where it came from or how differentiated it is, is held closely and over-weighed if proper metrics aren't in place to continue pushing for improvement.