Hacker News Reader

Comment by SkipperCat | Hacker News Reader

This is one of the many reasons that the entire HFT world runs on Linux.

  if(((i%3)||(i%5))== 0)
     buy_0_day_to_expiry_options()

I may backtest this over the weekend just in case it has some alpha :)

But 0dte options on SPX are available for each day of the week now!

    if (is_trading_day())
        buy_0_day_to_expiry_options()

I've heard of some windows HFT systems, tho I'm sure that's suboptimal.

Do they also use assembler in HFT?

Custom hardware, custom drivers, custom UDP stack.

It's not just the algo's, it's very much the latency.

For speed, its mostly FPGAs. You can put them directly at the demarc between you and the exchange.

They use custom ASICs too.