GPT> Generate a simple diagram of a standard matching engine design The diagram: 🤯

mfs making network protocol edits

Time to add drift to the todo list…

You’re paying $1m for the culture. After 12, kids’ main influence is peers. So you’re paying for the kids main influence to be families of winners who can (and want to) pay $1m for their kids. Not saying it’s always right, or that it always works. But that’s why you pay. It’s

My IOCs going through a shitty crypto matching engine to hit the orderbook

This tweet slaps.

Holy crap SO MUCH this

AstraKernel 💫 There is no need to mention Rust because 50 people will do it in the comments.

Hate speech

Friend is a solid hire. She ships.

“Searching for alphas” - no alpha. “Wtf is this free money? Does no one else even look at this s**t?” - lots of alpha

Systematic midfreq executing through fpga and microwave

Every Rust developer should read: doc.rust-lang.org/nomicon/ The (dumb) gatekeeping in the intro obscures what is certainly the best guide to using Rust effectively.

Expanding out the latency curve from HFT to MF. Looking for resources/experts on data engineering and platform design in mid-frequency- ingestion, cleaning, storage, replay, of a wide variety of datasets. What is the elegant API sweet spot of a midfreq strat?

The traders live-adjusting the HFT algo parameters

Pray for this to be your competition…

🅰️LB🅰️

New LinkedIn is wild..

Indirect answer: Make your FV the price at which, given a fill and the subsequent hedge, the EV of your realized PNL = 0. So it should depend on your risk holding time expectation conditional on a fill at each moment.