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Re:HFT in My Backyard (2014) by client4 on Thursday June 04, 2020 @11:20PM (#23424766)
This comment really hits the nail on the head. Want to write code that never hits the L2 cache? Write packet headers before you even know what's going inside? Do the math to see if Starlink provides a better latency based on distance between markets? The questions and answers are endless, difficult, and rewarding to solve.
Re:HFT in My Backyard (2014) by xwdv on Thursday June 04, 2020 @11:38PM (#23424859)
Love reading about HFT optimizations, unfortunately it’s rare since a lot of the techniques used are basically trade secrets. Everyone’s always looking for an edge.