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.
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...
Low Latency Optimization: Using Huge Pages on Linux (Part 2)
Welcome to the second part of our series on improving latency through the use of huge pages! While the first installment was focused on potential hardware benefits, this post will hone in on the practicality of using huge pages to run software – and the most important...
Low Latency Optimization: Understanding Huge Pages (Part 1)
Latency is often a crucial factor in algorithmic trading. At HRT, a lot of effort goes into minimizing the latency of our trading stack. Low latency optimizations can be arcane, but fortunately there are a lot of very good guides and documents to get started. One...