“Now we were sending out orders before the data packet arrived.”
Korean trading. Fun and games with Japanese infrastructure. The Toronto – New Jersey interlisted arb. How not to negotiate multi-million dollar deals. Reverse engineering the ASX. Building the world’s fastest (at the time) network switch and matching engine. Killing canaries. The ATS that wasn’t. Lots of reading fun to be had by all.

I started my HFT career at one of the larger American trading firms as a C++ jockey. On my first day, I was greeted by full panes of glass boasting glorious Sydney Harbour views which were modestly obscured by a hand-scrawled “< 2ms” on that glass. This was the main goal for the dozen of us in IT. That wasn’t my remit at the start though. First things first…