High-Frequency Trading (HFT)

Resources on latency, infrastructure, strategies, and simulation for high-frequency trading. Low-latency systems, co-location, market making, and ultra-fast backtesting.

About this section

This section covers the core pillars of high-frequency trading: infrastructure and latency optimization, strategy types (market making, arbitrage, execution algorithms), and simulation methodology for tick-level backtesting.

Content is research-oriented and covers both theoretical foundations and practical implementation considerations for HFT systems.

1. Latency & Infrastructure (Infrastructure)

Low-latency systems, co-location, and network optimization for HFT.
2. HFT Strategies (Strategies)

Market making, arbitrage, and execution algorithms.
3. Simulation & Backtesting (Research)

Ultra-fast HFT backtesting and tick-level simulation.
4. Deep Dive 1: MPSC/SPSC Lock-Free Queues in C++ (Memory Management)

Eliminating std::mutex and false sharing on the hot path for order routing.
5. Deep Dive 2: Deterministic Latency with Custom Allocators (Memory Management)

Overriding placement new and defeating OS heap fragmentation via Memory Pools.
6. Deep Dive 3: Struct Optimization and Processor Caching (Architecture)

Data-Oriented Design (DoD), alignment, and padding to maximize L1/L2 hits.
7. Deep Dive 4: Kernel Bypass and Zero-Copy ITCH Processing (Networking)

Bypassing the OS network stack using DPDK and Solarflare OpenOnload.
8. Deep Dive 5: Zero-Cost Abstractions via Compile-Time Magic (C++ Primitives)

Statically resolving dynamic dispatch overhead using CRTP and constexpr.
9. Deep Dive 6: NUMA, CPU Pinning, and Jitter Control (Operations)

A practical playbook to tame p99.99 latency via core isolation, IRQ affinity, and deterministic measurement.
10. Deep Dive 7: Tick-to-Trade Observability and Kill-Switches (Operations)

Production diagnostics, latency segmentation, drop detection, replay parity, and incident-safe shutdown controls.
11. HFT Lab: Latency Budget Calculator (Tools)

Interactive p99.9 tick-to-trade budgeting tool to validate infrastructure constraints before deployment.
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