6 ms·
This is one of the many reasons that the entire HFT world runs on Linux.
by SkipperCat 3y ago
This is one of the many reasons that the entire HFT world runs on Linux.
- amatic 3y agoDo they also use assembler in HFT?
- defrost 3y agoCustom hardware, custom drivers, custom UDP stack. It's not just the algo's, it's very much the latency. ( eg: https://www.velvetech.com/blog/fpga-in-high-frequency-trading/ https://www.velvetech.com/blog/fpga-in-high-frequency-tradin... )
- SkipperCat 3y agoFor speed, its mostly FPGAs. You can put them directly at the demarc between you and the exchange.
- IshKebab 3y agoThey use custom ASICs too.
- idlewords 3y agoif(((i%3)||(i%5))== 0) buy_0_day_to_expiry_options()
- SkipperCat 3y agoI may backtest this over the weekend just in case it has some alpha :)
- kinghajj 3y agoBut 0dte options on SPX are available for each day of the week now! if (is_trading_day()) buy_0_day_to_expiry_options()
- smabie 3y agoI've heard of some windows HFT systems, tho I'm sure that's suboptimal.