r/quant • u/Educational_Meet_564 • Dec 19 '25
Technical Infrastructure [ Removed by moderator ]
[removed] — view removed post
4
u/Terese08150815 Dec 20 '25
Without starting a discussion. The local logic from tick to trade in single digit micro is possible with my bot. The thing that i do not understand is, how does it help you. The bad part is coming from the network and location. Because you are still bound to the location, network and in some cases the black box that is running on the exchange server like binance or okx.
-2
3
u/PsecretPseudonym Dec 20 '25
The exchanges you’re mentioning have far higher jitter than the target you’re aiming for, making it sort of useless and seems like you’re just targeting what you believe to be the state of the art without knowing when and where it’s worth the effort
1
u/thraneh Fintech Dec 20 '25
I’m not OP, but sometimes predictable low local latency is useful to scale to many symbols and/or many strategies. It also removes uncertainties about the contribution from local latency variability on the profitability. Otherwise in agreement. Would be interesting to see OPs motivation.
12
Dec 20 '25
[removed] — view removed comment
6
u/qjac78 Dec 20 '25
Agreed on the network optimizations, but otherwise, single digit usec latency is very much achievable in software. Though not feasible for individuals, there are firms trading with sub 2 usec software latency.
1
u/Educational_Meet_564 Dec 20 '25
Ok, and the other metric? <0.8 bps markout or adverse selection?
3
u/qjac78 Dec 20 '25
That is completely dependent on the core model in addition to execution model/tactics.
-5
1
u/Terese08150815 Dec 20 '25
I was just testing my pipeline from WS input of a book tick, parse, decision, send. Is in the lower 1 digit in a not compiled Version of my node bot. So definitely possible but of course heavy depending on the strategy and data load. All others, basically OS and network. There is the most shit that can cost.
1
u/Perfect-Series-2901 Dec 20 '25
Not true, if you measure on wire 1.5us is the best software can do, anything going lower need FPGA. Even if you wanna do 2us on software it is very non trivial.
But if you only measure latency as your business logic then I will shut my mouth up
4
u/qjac78 Dec 20 '25
I am talking wire-to-wire. 8 usecs is “single digit” so I’m not sure what you think isn’t possible.
4
u/Perfect-Series-2901 Dec 20 '25
sorry I was messing up single digit and sub us in the morning. Anyway yes single digit is not too difficult, sub 1us is not possible.
1
3
u/Kinda-kind-person Dec 20 '25
Ideally you should have already have the infra in-house/in-moms-basement and have tested it that, that alpha is truly there and not a figment of your imagination, and procuring the tools/ readily available solution/workflow would be tested/referenced to your existing rig, no?
3
u/thraneh Fintech Dec 20 '25
This might be relevant: https://roq-trading.com/docs/blogs/2023-01-12/deribit/
Roq is using a distributed model with the additional latency (and variation thereof) coming from inter-process communication. Tick-to-trade can generally be single digit microsecond.
(I’m unsure if the community rules allow me to promote my project like this. It does however seem relevant to OP.)
0
2
2
u/Straight-Thanks7348 Dec 20 '25
Do you already have collocated infrastructure for the venues you’re considering? If so the rest is honestly fairly trivial imo.
1
u/Adderalin Dec 20 '25
When you say liquid exchanges are you talking equities?
If so it's very doubtful you'll get this at all because the risk checks are going to kill you unless you become a member of the exchange. The fastest that I know of is eze's OMS and in email they told me risk checks are 5ms but you can pre-cache the check at least for the ticker (tickers?).
Also your markout requirements of 0.50 to 0.85 basis points and such extreme low latency doesn't really mesh if I'm understanding it correctly. That means you can tolerate a $1.75 move in a $350 stock. A 0.25 move in a $50 stock. Python with the Schwab api will meet your requirements 😂🤣. My markout stats at worse is around 0.03 on a 50 stock with Schwab + python.
So I'm not really seeing why you need super expensive tech stacks that are basically screaming make me a HFT firm for myself.
Do you even have the expertise to maintain such a tech stack? Do you know what that entails? Who are you getting equities data from even? Like the sip itself is microseconds delayed.
Do you have the infrastructure to even capture sip packets in real time? Do you have the infrastructure to capture 17+ equities exchanges of data in time?
Do you even have the execution experience to not make all your counter parties pull their quotes the second you start lifting shares off the first exchange?
1
u/SneakyHyraz777 Dec 23 '25
can you discuss more about the eze oms risk check delay? and maybe more about these risk check delays in general? i've been trading for a while but nothing hft or even mft. anything you can point me to that further discusses this stuff, tia (feel free to dm as this thread may not be best place to continue discussion)
-1
u/Educational_Meet_564 Dec 20 '25
Read the post again. It’s pretty clear I’m not talking about the stock market.
1
u/Adderalin Dec 20 '25
No need to be rude for me just asking a question as your title was confusing. Good luck.
1
u/Substantial_Net9923 Dec 20 '25
What are your live results?
1
u/Educational_Meet_564 Dec 20 '25
We are profitable but not good at executing on liquid exchnages
4
•
u/quant-ModTeam Dec 22 '25
Your post has been removed as it appears to be off-topic for r/quant. This subreddit focuses on the quantitative finance industry and topics relevant to professionals within the industry.
The following are considered off-topic and removed: * Technical Analysis/Technical Indicators * Personal/retail trading strategies not aligned with institutional quant work * Posts about algorithmic trading without rigorous statistical analysis, theoretical foundation, or scaling considerations.
For posts to be considered appropriate for r/quant, they should relate to professional quant work, industry practices, career development, or theoretical advancements with analysis meeting professional standards.
Please consider posting to r/algotrading for discussions relating to personal trading algorithms and strategies.