Andrew, Yes, you are correct about the secrecy of the HFT industry, in general. As a matter of fact, when I worked at Jump Trading we used to have to deliver presentations at Linux Kernel/Tracing Summits under a completely different company name (that has changed since 2013 or so when Jump joined the Linux Foundation).
However, aside from secret trading strategies and esoteric protocol exchange handling techniques, OS configuration guidelines are pretty standard across the board. In fact, Red Hat publishes a new Low Latency Guidelines document with every release primarily targeted at our domain. Our representation in the kernel community ushered a lot of the advancements that we have today in the Adaptive Ticks (i.e. nohz_full) infrastructure. Also, general techniques around pre-faulting memory, pinning threads, cache warming, and avoiding runtime overhead via template metaprogramming/constexpr, etc. - these are all things that you'll see members of HFT firms speak about freely and openly at tech conferences. We *all* do these things on the portions of our trading that still runs in software. But no one is gonna talk about their secret sauce, of course. That secret trigger they discovered which works perfectly for their FPGA-based strategies. Things of that sort. But I'm willing to bet a nice chunk of change that no one in the industry who cares about latency is leaving the cpu security vulnerability mitigations enabled (which are, also, addressed in Red Hat's Low Latency Tuning guides). On Sat, Jul 2, 2022, 10:34 AM Andrew Hunter <andrewhhun...@gmail.com> wrote: > On Sat, Jul 2, 2022 at 9:42 AM Mark Dawson <medawso...@gmail.com> wrote: > >> I'd hope these authors aren't referring to behavior under mitigation >> circumstances since *all* HFT firms disable cpu mitigation schemes from the >> kernel boot parameter list as a standard procedure. >> > > Without expressing any opinion on this particular claim, it's important to > realize that serious HFT practitioners are *extremely* secretive. They > don't talk about anything they consider important publicly, and go to > legends both to keep their own secrets and infer as much as they can about > their competitors from public statements. > > You should be extremely skeptical of any claims like "All HFTs X". I > haven't read the book OP mentions but I'm doubtful you should infer much > from it. > >> -- > You received this message because you are subscribed to the Google Groups > "mechanical-sympathy" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to mechanical-sympathy+unsubscr...@googlegroups.com. > To view this discussion on the web, visit > https://groups.google.com/d/msgid/mechanical-sympathy/CANf_6Th9Dwg6Cv4ccbNiiVfBa1UbyRV2fbSpCeahpcEdUc-i8A%40mail.gmail.com > <https://groups.google.com/d/msgid/mechanical-sympathy/CANf_6Th9Dwg6Cv4ccbNiiVfBa1UbyRV2fbSpCeahpcEdUc-i8A%40mail.gmail.com?utm_medium=email&utm_source=footer> > . > -- You received this message because you are subscribed to the Google Groups "mechanical-sympathy" group. To unsubscribe from this group and stop receiving emails from it, send an email to mechanical-sympathy+unsubscr...@googlegroups.com. To view this discussion on the web, visit https://groups.google.com/d/msgid/mechanical-sympathy/CAFvqqVe9E-_hZWYCmTpubNPpq58RnV%3DZTdMSESCcLP3YN_Uu7A%40mail.gmail.com.