Industry Articles & Blog Posts
Practitioner perspectives on latency, trading infrastructure, and market microstructure.
Exchange Engineering
Coinbase: Building a Real-Time Trading Engine
Deep dives on matching engine architecture, latency optimization, and infrastructure.
Binance: Technology Behind High-Performance Trading
Engineering posts on handling millions of trades/second.
Jane Street: OCaml and Low-Latency Systems
Functional programming approaches to trading systems.
Infrastructure & Networks
Beeks Financial Cloud: The Geography of Latency
Proximity hosting, network paths, and latency measurement.
McKay Brothers: Millimeter Wave Networks for Trading
Microwave and millimeter wave network infrastructure.
Trading Firm Perspectives
Hudson River Trading: Engineering Blog
Algorithmic trading infrastructure and optimization.
Two Sigma: Technology Papers
Quantitative research and engineering insights.
Market Structure Commentary
Matt Levine: Money Stuff (Bloomberg)
Regular commentary on market microstructure and trading mechanics.
FT Alphaville
Financial markets analysis including HFT and market structure.
Alphacution: Research on Trading Firms
Quantitative analysis of prop trading firms and market structure.
To Add:
- Mechanic trading infrastructure posts
- Optiver engineering blog
- DRW technology insights
- IMC technology papers
Suggest additions via [contact method].