Top all-time · #6503
Headlands Technologies LLC Blog
Company blog · blog.headlandstech.combusinessprogrammingeconomics
Headlands Technologies LLC Blog is the company blog at blog.headlandstech.com, writing about business, programming and economics. Since 2018, 12 different Hacker News readers have linked it 13 times, most often “Rationalizing Latency Competition in High-Frequency Trading”. The last post was in 2024, but the archive is still widely read.
Too few sampled comments (4) to say how often HN recommends it.?
Why HN links it
Quantitative trading firm's blog. Commenters link its posts as background on quant and algorithmic trading, and one found them useful. Other linked material is a separate 2011 intro PDF by a different author.
Summarised by Claude from a sample of 4 HN comments that link here. Each comment is marked recommending, critical or neutral (citing without judging); how this works.
Most-linked posts?
- Rationalizing Latency Competition in High-Frequency Trading4 people · 4 mentions · first linked 2024-06-03
- A summary of what quantitative trading firms do4 people · 4 mentions · first linked 2018-01-21
What Hacker News says?
What you're talking about is not frontrunning, it's purchasing order flow for market making. Frontrunning is an illegal activity with a specific definition. Purchasing order flow is not illegal. While we're at it, quant firms occupy a family of trading strategies which are a superset of HFT; not all quants are market making, trading intraday or pursuing low latency strategies. With all due respect, please stop perpe…
Comment linking /2017/08/03/quantitative-trading-summary/
on “How to Run a Ponzi Scheme for Tech People”Submitted A summary of what quantitative trading firms do as a story · 545 points
HN discussionThanks for posting. I wrote this back in college and looking back a lot of it is outdated (Getco doesn't exist anymore), and some parts even cringeworthy... After writing that I joined Headlands, where I've been working for the past 8 years as we grew from a startup to a relatively large firm (trading is actually a very small industry). If you want a more up to date description of low-latency trading in particular,…
Comment linking /2017/08/03/quantitative-trading-summary/
on “Introduction to Algotrading (2011) [pdf]”Submitted OutOfLine – A Memory-Locality Pattern for High Performance C++ as a story · 5 points
HN discussionThe linked pdf contains notes explaining HFT circa ~2011. The About section explains it's sourced from the author's blog, and was also used as lecture notes for an undergrad course. I've not read the whole thing, but at a minimum, the brainteasers contain some good nerd-sniping content. For those wanting more recent additions, the author seems to have more updated thoughts here[1], as linked on the LinkedIn profile…
Comment linking /2017/08/03/quantitative-trading-summary/
on “A quantum walk down Wall Street”Submitted Rationalizing Latency Competition in High-Frequency Trading as a story · 2 points
HN discussionI found Headland's blog post about quant trading useful [0] and as well as their other blog posts [1]. Jane Street's podcast and blog are insightful too [2]. I read somewhere that Dr. Simons (one of the founds of RenTech) has this book in his office [3]. 0. https://blog.headlandstech.com/2017/08/03/quantitative-tradi... 1. https://blog.headlandstech.com/ 2. https://blog.janestreet.com/ and https://signalsandthreads.…
Comment linking /
on “Ask HN: I am interested in reading about techniques HFT firms use”Submitted Opinion: Rationalizing Latency Competition in High-Frequency Trading as a story · 2 points
HN discussionSubmitted Rationalizing Latency Competition in High-Frequency Trading as a story · 1 points
HN discussionSubmitted Successfully Starting a Career in Quant Research (2018) as a story · 1 points
HN discussionSubmitted Opinion: Rationalizing Latency Competition in High-Frequency Trading as a story · 1 points
HN discussionSubmitted Rationalizing Latency Competition in High-Frequency Trading as a story · 1 points
HN discussion