"which is 3 orders of magnitude faster than a single frame in a video game." You're right on the money. I worked in HFT for half a decade. Back in the late 20

"which is 3 orders of magnitude faster than a single frame in a video game." You're right on the money. I worked in HFT for half a decade. Back in the late 2000s you were on the cutting edge if you were writing really good C++ and had overclocked some CPUs to hell and back and then shoved them in a rack in a datacenter in new jersey. "To hell and back" means "they only crash every hour or two" (because while they're up, they're faster than your competition). Around the mid 2010's it had moved entirely to FPGAs. Do something smart in software, then give the FPGA something dumb to wait for (e.g. use software to produce a model and wait for some kind of alpha to develop, then tell the FPGA "ok wait for X > Y and fire the order" was basically the name of the game. And it was often better to be faster than it was to be smarter, so really you just kept the FPGA as simple and fast as possible. At that point, your hard realtime constraints for the language doing the smart stuff really dissolve. Compared to an FPGA getting an order out the door in some fraction of a mic, a CPU doing anything is slow. So you might as well use python, yknow? People also play all kinds of different speed games. There's latency races around NJ and chicago where microseconds matter around price movements and C++ isn't really part of the picture in a competitive way anymore, but that's not to say someone isn't ekeing out a niche where they're doing something vaguely smarter faster than opponents. But these things, at scale, tend to be questions of - either your alpha is very short-lived (microseconds, and if it isn't organically microseconds, it will be competed until it is), or it is fundamentally longer-lived (seconds to minutes?) and you might as well use python and develop 100x faster. The silly thing is, the really good trades that focus on short-term alphas (ms's and less) are generally obviously good trades and so you don't have to be super smart to realize it's a really fucking good trade, you had better be fast and go get it. So there's also this kind of built-in bias for being fast because if a trade is so marginally good that you needed a crazy smart and slow model to tell it apart from a bad trade, it's probably still a relatively crummy trade and all your smarts let you do is pick up a few extra pennies for your trouble. I'll close by saying don't take my words as representative of the industry - the trades my firm specialized in was literally a dying breed and my understanding is that most of the big crazy-crazy-fast-microwave-network people have moved to doing order execution anyway, because most of the money in the crazy-crazy-fast game dried up as more firms switched to either DIYing the order execution or paying a former-HFT to do it for them.