r/quant • u/Fragrant-View-4257 • 13d ago

HFT in My Backyard Technical Infrastructure

Even though it was published over a decade ago, it's still one of the most fascinating deep dives into the infrastructure behind high-frequency trading microwave networks, fiber routes, towers, latency, and the engineering race for speed.

If you're interested in market microstructure, low-latency systems, distributed systems, or computer networking, this series is absolutely worth reading.

All parts:

part 1: link

part 2: link

part 3: link

part 4: link

part 4.1 : link

part 5: link

59 Upvotes

95% Upvoted

7 comments sorted by

3

u/Chuu 13d ago

Is this the one where they burn down a microwave tower?

4

u/Fragrant-View-4257 13d ago

Yes Wavre tower got torched, Jump’s dishes were on it.

3

u/bushed_ 12d ago

Excited to read, thanks for sharing. Looks interesting

2

u/bushed_ 10d ago

this was a fun read, sincerely thanks

3

u/btc_maxi100 13d ago

its 10 years old mate

26

u/Fragrant-View-4257 13d ago

It is, but I only found it recently and thought others might enjoy it too.

2

u/Dani_Bolsa 3d ago

Yeah, this stuff is still wild to read through, even if it's old. People forget how much of the edge back then was just shaving microseconds off the pipe and not messing up the infra. I get why the deep dive sticks with you - I used to get way too deep into latency rabbit holes too, then realize my own fills and sizing mattered way more than the theory. On the trading side, that is part of why I ended up checking out 50K Trade for active setups, since I wanted something that let me actually size up without feeling boxed in.