088: Dave Lauer – A Former-High Frequency Trader Talks Speed, Market Structure and Dark Pools
Chat With Traders
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How I Built a Hardware for High Frequency Trading
The company is still around, although they've since shifted. We built this piece of hardware for something called middleware messaging. So almost every high frequency trading desk, all these market data feeds coming in. And then that data has to get sent out to lots of different models. Those models have to act on that data and then send orders to the market. That's true whether you're dealing with massively distributed co-located systems or not. It was just a ton of fun.
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