Sub-millisecond execution
In algorithmic trading and HFT, speed is the strongest predictor of profitability. Execution in fractions of a millisecond — micro and nano — is essential for arbitrage and market making.
- Tick-to-trade latency The critical timeline from the moment market data (a tick) arrives, through strategy logic, until the order leaves the system.
- Hot-path event loops Software engineered for zero-copy market-data handling and lock-free queues — keeping the critical path in user space, tight and predictable.
- Zero-allocation programming Low-level stacks (C++ / Rust) written to avoid garbage collection and runtime allocation — eliminating unpredictable jitter.
- Smart Order Routing (SOR) Logic that scans, in nanoseconds, which exchange or dark pool should receive the order for best price and highest fill probability.