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Brett Harrison - FTX US Former President & HFT Veteran Speaks Out
Dwarkesh Podcast
Famous Hacks and Algorithms in Other Developments?
In gaming and graphics, John Carmack has the famous Passover Square root for doing graphics calculations. In quantitative finance, you can pre-construct a TCP IP message so that when it's sent to NASDAQ as fast as possible there is no latency. The end goal in video game graphics isn't like perfect simulation of environmental graphics; it's to have something that 'looks good enough' It's also true in HFT quantitative finance where like the goal is to get to about the approximately right trade as fast as you can.
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