Sub-millisecond trading systems

I moved from the trading screen to the engine behind it. At TradeNetworks I built the backend that executed orders, and at this layer the only things that matter are being fast and being right, in that order, every time.

The engineering

• Sub-millisecond execution. Built real-time, low-latency systems where the budget for an order path was measured in microseconds, not seconds. Slow is a synonym for wrong when the market has already moved.
• C#/.NET APIs for high-volume trading. Designed the APIs that absorbed high trading volume without buckling under burst load, the kind that arrives exactly when you least want it.
• Real-time portfolio monitoring and automated trading. Built the systems that watched positions and ran automated strategies as the market changed, where a missed tick is not a bug report, it is money.

What it taught me

You cannot fake performance at this layer, and you cannot hand-wave correctness. Either the number is right and it arrives in time, or it does not. That bar, fast and correct with no excuses, is the one I have carried into every system since.