Latency Comparison Numbers
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…
How easy is to make money as HFT startup?
Short story, is not easy at all. Recently I’ve been approached for many startups looking for setup their own HFT…
Best Practices on HFT low-latency software
After several years developing high-performance trading systems I come up with some rules of thumb. When talking about low latency/high…
Why trading on DEMO account is SO different from REAL accounts
I have a great trading idea!! I do my research, and whoala!! It looks great!! Time to test it… I…
Unlock the secrets of High-Frequency Trading systems
Data structures that are contained within a single cache-line are more efficient. Use appropriate containers (e.g. prefer reserved std::vector than…
What I’ve learned after coding for HFT and Low Latency Systems
Choose the right language: FORGET about scripting languages, they won’t work. When you are looking to shave those last few…
Backtesting the $SPY (S&P 500): SMA 10/100 System
The simplest ideas are often some of the best. This is a mantra that should often be repeated by traders…