Answers to Questions I Often Get: Engineering and Interviewing at HRT
It’s been over a decade since I last wrote something about HRT. A lot has changed since then. HRT is much larger, and we trade in many more venues and in many different time horizons. But I still feel like the fundamental vibe is, thankfully, similar. We do now have a...
Building a Distributed Filesystem for Scalable Research
The ability to store and analyze vast amounts of data is table stakes for an algorithmic trading firm like HRT. Some of our storage requirements weren’t well met by existing solutions, so we decided to build and operate our own distributed filesystem, called Blobby....
Inside HRT’s Python Fork: Leveraging PEP 690 for Faster Imports
Python @ HRT At Hudson River Trading (HRT), we’ve found that centralizing our codebase facilitates cross-team collaboration and rapid deployment of new projects. Therefore, the majority of our software development takes place in a monorepo, and our Python ecosystem is...
Intern Spotlight: HRT AI Labs Project
Diffusion models are a widely popular model class for non-autoregressive generative modeling, yielding spectacular results in problem settings such as image generation. More recently, their application has been extended beyond computer vision into generative problems...
Intern Spotlight: Software Engineering Summer Projects
Introduction Each summer, HRT’s Software Engineering interns work with mentors, teams, and longtime HRTers on independent programming projects that tackle the most interesting problems in the world of automated trading, making a notable impact on our day-to-day...
Optimising Compiler Performance: A Case For Devirtualisation
In the realm of high frequency trading, speed is critical. Programmers working on production systems at firms such as HRT must write code that is highly performant without compromising correctness. To achieve that, we should be aware of how compilers work, the ways...
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.