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

HFT Does Not Make Sense Anymore

255 implied HN points • 29 Jan 24
💰 Finance
  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.

Kernel Bypass with Solarflare

196 implied HN points • 02 Feb 24
🕹 Technology Networking Hardware Software APIs Latency
  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.

Better Descriptive Statistics for Low-Latency Profiling

137 implied HN points • 06 Feb 24
🕹 Technology Statistics Data Collection Performance analysis Algorithm
  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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Controlling Rate-Limited Events - Implementation

117 implied HN points • 11 Feb 24
🕹 Technology Algorithms Data Structures Coding Performance
  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.

A Primer on Shortwave Radio Trading

98 implied HN points • 03 Feb 24
🕹 Technology Radio Trading Communication Broadcasting
  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.