From colocated servers in NY4 to bypassing the TCP stack, we explore the hardware and software layers required for microsecond execution.
Latency is the invisible tax on quantitative strategies. A model that perfectly predicts price movement is useless if the execution engine cannot route the order to the matching engine before competitors. The latency arms race has pushed infrastructure from simple fiber-optic connections to microwave towers and FPGA (Field Programmable Gate Array) hardware acceleration.
At HarvestGroup360, we optimize the entire execution stack. By colocating our bare-metal servers directly in NY4 and LD4 data centers, we eliminate geographical latency. Furthermore, by utilizing kernel bypass networking (such as DPDK or Solarflare OpenOnload), our API infrastructure routes data directly from the network interface card to the application layer, stripping away OS-level processing delays.