Low Latency Trading Insights

Fresh insights on low latency and high frequency trading. Mostly new relevant technology, C++, FPGA, Verilog, tutorials, short notes and of course, rants. I intend this blog to have a more instructional rather than purely technical focus.

The hottest Substack posts of Low Latency Trading Insights

And their main takeaways
117 implied HN points 11 Feb 24
  1. The requirements for a rate-limiting algorithm include precise event counting, fast performance especially during market turbulence, and minimal impact on cache memory.
  2. Creating a rate-limiting algorithm using a multimap for counting events has inefficiencies; a better solution involves enhancements for optimal performance.
  3. A bounded approximation approach for rate limiting achieves memory efficiency by assuming a minimum time precision and implementing a clever advance-and-clear mechanism.
255 implied HN points 29 Jan 24
  1. Early high-frequency trading (HFT) relied on low latency network technology for fast communication between nodes.
  2. HFT became popular during the subprime crisis of 2007-2008, but faced increased competition and regulatory challenges in the 2010s.
  3. The term HFT has evolved; it's now more about 'low-latency' trading and technology applications for better market execution.
196 implied HN points 02 Feb 24
  1. Solarflare specializes in high-performance, low-latency networking solutions like NICs used in data centers and financial services.
  2. Solarflare provides hardware such as Flareon adapters and XtremeScale NICs for high-speed networking.
  3. Software offerings from Solarflare like Onload and TCP Direct provide APIs for accelerated network performance and lower latency.
137 implied HN points 06 Feb 24
  1. Better descriptive statistics are needed for low-latency profiling to accurately capture rare events and spikes.
  2. Descriptive statistics like mean, median, skewness, and kurtosis may be misleading in non-normally distributed data.
  3. Self-adjusting histograms with log-based ranges can provide more accurate data representation and efficient storage.
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98 implied HN points 03 Feb 24
  1. Shortwave radio signals can travel long distances, great for international broadcasting and long-range communication.
  2. A specialized shortwave radio is needed to tune in to shortwave broadcasts covering a wide range of content.
  3. Shortwave radio is used for diverse purposes like aviation, maritime, emergency communication, and more.