13
Total Articles
0
Architecture
1
Performance
3
Component
6
Foundations
Tail latency: Why P99.9 matters more than average in HFT
Understanding why tail latency percentiles are critical for high-frequency trading systems and how to measure and optimize them effectively
Nanosecond precision benchmarking for HFT systems in Rust
Building a comprehensive benchmarking framework for ultra-low latency trading systems using CPU timestamp counters, statistical analysis, and cross-platform timing precision
Acquiring Knowledge for HFT Benchmarking Mastery
A comprehensive guide to building the multidisciplinary expertise required for effective HFT system benchmarking and performance validation
General resource guide
Basic resources that serve as scaffolding for the HFT Framework
Advanced order types and event sourcing
We extend our basic limit order book to support iceberg and stop-loss orders, and begin designing persistence via event sourcing to prepare the system for production-grade use.
Building a limit order book in Rust
Step-by-step guide to designing and implementing a performant limit order book core for HFT applications using Rust, covering data structures, order matching logic, and best practices.
Schema for building a limit order book in Rust
A high‑level overview of the architecture and core components of a limit order book in a professional HFT framework using Rust.
Phase 1 Part 2 - Advanced memory management and lock-free optimization
Advanced techniques for ultra-low latency systems: custom allocators, lock-free data structures, NUMA optimization, and cache-conscious programming for nanosecond performance
Understanding market microstructure in high-frequency trading
A deep dive into the fundamental mechanics of modern electronic markets. This article explains what happens at the order book level, how spreads, ticks, and depth work, and why microseconds matter in the world of high-frequency trading.
Curated resources on market microstructure and HFT fundamentals
A collection of trusted books, academic papers, protocol specs, and technical guides to learn more about market microstructure, matching engines, and electronic trading systems.
Phase 1 Part 1 - Core infrastructure and nanosecond benchmarking
Building the foundational infrastructure for ultra-low latency HFT systems: project structure, measurement framework, and performance validation with nanosecond precision
Roadmap: Building a trading framework in Rust
Roadmap for project completion
Building a high-frequency trading framework in Rust: the initial plan
Comprehensive overview of building an ultra-low latency HFT framework targeting sub-microsecond performance with detailed architectural specifications