Tagged articles

HFT

2 articles · Page 1 of 1

Rust High-Frequency Quantitative Trading

Mar 6, 2026 · Backend Development

Eliminating Tail Latency in High‑Frequency Trading: Memory, NUMA, and Cache Strategies

The article explains how high‑frequency trading systems suffer tail‑latency spikes due to memory placement and NUMA effects, and provides a step‑by‑step guide to redesign thread, data, and cache layouts for deterministic low‑latency performance.

HFTNUMAcache optimization

0 likes · 10 min read

Eliminating Tail Latency in High‑Frequency Trading: Memory, NUMA, and Cache Strategies

Rust High-Frequency Quantitative Trading

Sep 9, 2025 · Industry Insights

Understanding Tick‑to‑Trade (T2T) Latency in High‑Frequency Trading

The article explains why Tick‑to‑Trade (T2T) latency is critical for HFT, describes three measurement layers—application, kernel, and hardware/wire—and compares their accuracy, complexity, and use cases, then offers practical steps and metrics for beginning T2T latency monitoring.

HFTTick-to-Tradeapplication-level latency

0 likes · 8 min read

Understanding Tick‑to‑Trade (T2T) Latency in High‑Frequency Trading