CTO of an HFT firm here. My opinion: repo (and probably author’s comments) are LLM-generated. That said, many questions and techniques touched upon are real. So

CTO of an HFT firm here. My opinion: repo (and probably author’s comments) are LLM-generated. That said, many questions and techniques touched upon are real. So even though I certainly would not use any of these verbatim (as I wouldn’t do with any other LLM code), as a list of pointers for someone relatively new to the field this is actually pretty useful. Saves you a “generate low-latency trading system” prompt anyway.