Building Robust Codebases with Python’s Type Annotations
Hudson River Trading’s Python codebase is large and constantly evolving. Millions of lines of Python reflect the work of hundreds of developers over the last decade. We trade in over 200 markets worldwide — including nearly all of the world’s electronic markets — so we need to regularly update our code to handle changing rules and regulations.
How Our Engineers Hot-Patched a Third Party Binary Library
Intern Spotlight: 2023 Software Engineering Summer Projects
Throughout the summer, HRT’s Software Engineering interns worked with mentors, teams, and longtime HRTers on independent programming projects that tackled the most interesting problems in the world of automated trading, making a notable impact on our day-to-day operations. This post in our intern spotlight series highlights the work of three of our Software Engineering interns.
Intern Spotlight: 2023 HRT AI Labs Summer Projects
HAIL (HRT AI Labs) once again hosted many Algo Developer interns during the HRT 2023 Algo Summer Internship program. Like last year, these interns tackled a broad variety of problems that the HAIL team works on every day to apply artificial intelligence in trading. As one would expect from such an exceptional group, these interns made serious contributions to our research projects in the short five weeks they spent on a rotation with our team. This post will delve into three of those projects:
Building a Dependency Graph of Our Python Codebase
In keeping with our roots in high frequency trading, HRT moves fast. As is the case with any metric in engineering, speed has its tradeoffs. Over the last half-decade, HRT saw exponential growth in the size and interconnectedness of its research-oriented Python codebase, owing to a combination of a scrappy engineering culture that generally prizes “good enough” over “perfect,” our collaborative working environment that encourages code sharing between teams, and a period of accelerated growth.
Modeling Equities Returns: The Linear Case
Introduction Having an accurate high-level overview of market dynamics is crucial in algorithmic trading. At HRT, many trading teams curate their own models to understand risk and performance profiles of their portfolios. Here we’ll dig into a specific class of...
Optimizing UX/UI Design for Trading at HRT
It might seem counterintuitive for a trading firm with a heavy emphasis on automation to spend resources on user interfaces; however, UX/UI can have a large impact on even fully automated trading. While we try to automate as much as we can, UX/UI is critical in the...
Intern Spotlight: 2022 HRT AI Labs Summer Projects
Introduction HAIL (HRT AI Labs) was lucky to host several talented Algo Developer interns during the HRT 2022 Algo Summer Internship program. These interns tackled the topic of “artificial intelligence in trading” from a broad variety of perspectives, with some...