Recent content by mathgirl

The problem with most industry-wide surveys of revenue is that people have fixed classification boundaries for "HFT" vs "not-HFT". In my mind, there's a moving baseline component that is now at 23 cycles on an FPGA board for order out. Any slower than that and you're no different from a regular...

How are you guys doing your fan out? You're probably doing it wrong.

CME port creation was free. You could have asked for a few dozen without batting an eye, unless you were a new client or your broker was a large bank.