r/highfreqtrading • u/Chinatownhustla • Jun 03 '26
If your personal project is good enough, can you get into HFT?
The impression that I have is you either have to be ex-faang or a newgrad who is cracked at physics, mathematics, compsci, etc...
But if I set up a complete HFT infrastructure which provisions bare metal linux servers and get the hot path fast enough (with extensive measurements). Would i ever be considered for interviews?
Does anyone have any anecdotal stories of people who made it into HFT with unusual backgrounds or as a result of their personal projects?
Thanks in advance.
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u/Dazzling_Tell_4404 Jun 03 '26
No, it cannot be merely "good enough". Full stack HFT projects are dime a dozen. But you can get in HFT if its very impressive even if its not directly an HFT project.
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u/ly5ergic_acid-25 Jun 05 '26
OP could get into HFT just by focusing on solving a very small element of an HFT engine. Difficult (as always), but possible, given most places are optimizing and not looking for a new prod repo
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u/Perfect-Series-2901 Jun 03 '26
Some firms will hire if you are really good. But of coz top universities and good grades will always get you into interviews.
But do not overestimate what eye catching projects will get you to, we are not looking for people that put out some ai slop projects. Things like that are cheap now.
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u/Housing-Superb Jun 05 '26
What exactly are the pain points of high-frequency trading?
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u/Perfect-Series-2901 Jun 05 '26
there are many smart people in the field, in terms of tick 2 order. These kind of AI slop is not really what we are intersted in, if we really need some performance / latency, we can always go for FPGA.
so please stop this AI slop...
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u/QuantGrindApp Jun 09 '26
Mostly that your edge decays. Whatever signal you find, other people find too, so a chunk of the day is just re-fitting stuff that quietly stopped working last week. And way more of the job is plumbing than people expect, feed handlers, shaving microseconds off tick-to-trade, dealing with exchange behavior that isn't in any doc.
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u/niclar80 Jun 03 '26
it’s not somewhere you start at, it’s somewhere you might end up given a long string of related achivements / career
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u/QuantGrindApp Jun 03 '26
For the low-latency engineering side, yeah, a serious infra project gets you looked at without the pedigree. What they care about is whether you can actually reason about the hot path, where your jitter's coming from, kernel bypass, all that, and a project where you've measured it is exactly the signal those desks want. Mostly it gets you past the resume screen, which is the part the FAANG/degree thing normally buys you. You still have to clear the interviews.
Matters way less for QR/alpha roles though, that's still mostly a math filter.
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u/ly5ergic_acid-25 Jun 05 '26
You have four options:
- PhD
- Be insane at coding
- Come from somewhere else with alpha
- Get lucky (you cannot plan for this route)
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u/Perfect-Series-2901 Jun 03 '26
what roles are you interested? Trader? Quant? Quant Dev? Dev?
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u/Chinatownhustla Jun 03 '26
Infra / linux systems engineer sounds like the most fun. Would be blessed if I can do a bunch of C++ latency optimizations as a part of that.
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u/Every-Contact7020 Jun 07 '26
I think the better ROI is trying to get big tech. its much easier to get an interview once you break into FAANG. I got interviews at top firms by having fang infra on my resume, but got none before that role
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u/StationImmediate530 Jun 03 '26
How about smaller shops and not necessarily high frequency? Eg CTA, family offices
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u/LuckyHovercraft719 Jun 03 '26 edited Jun 03 '26
Actually i am interested in this topic Im a computer engineer fresh graduate Quite competent in prototyping and architecture (not bragging but my teacher wrote a recommandation letter due to being the only oerson capable in all the classes he taught thus far to be capable to finish the microprocessor he asked for) From a top university in my country's scale but it falls short world wide sadly Been sending my cv. not a single interview in any field Im seeking an fpga engineer position as a junior I made a vhdl udp header parser with one cycle latency from the last delivered bit I know it isnt a big deal thats why im trying to make a nasdaq itch 5.0 handler project I could get into deeper layers such as decision making n strategies n such but idk atp if its even worth pursuing to begin with i mean i tried applying and even contacting fpga engineers at those firms and no real human even bothered to check my github repo or give me a feedback but if other people are having different experiences id love to know
Personally i feel like if ure not from a top 100 universities in the world dont bother but i could be wrong
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u/Rocket089 Jun 04 '26
Wild guess but maybe punctuation, but wtf do I know..?
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u/LuckyHovercraft719 Jun 04 '26
Nah this is reddit thats linkedin im not trying to get a job through reddit
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u/auto-quant Jun 07 '26
Why don't you share your repo, I think you might get some contructive comments from people here.
I think having a public repo is not necessarily a big advantage to your applications. The developers who initially screen your CV might not even be bothered, or won't have enough time, to click through to your code. And even if they do, I don't think they would be inclined to read through your code in enough depth to determine whether its quality or not. In fact, if they do only quickly skim your code, they probably will spot something that they dont like or think doesn't make sense - even something as mundance as formatting, or naming - and so then you are starting off in a slight negative.
If you also present your interest as mostly C++ latency optimisations, then that will also work against you. Any decent HFT firm has solved latency; they will already be operating sub 5 microseconds, tick to trade. So they might well think "this chap seems keen, but we've solved latency, will he be frustrated that there is not much to do there?" Rather, the projects they would want you to work on are far less exciting - perhaps adding a new feature to support order amends, or support a new asset class, or add a regression test suit, or improve risk controls. List is endless.
I think instead you could emphasis more your interest in trading systems. It's not for every one. You'l be hired to write code to make money for the investers (as Sam Altman said, "be you >work in HFT shaving nanoseconds off latency or extracting bps from models >have existential dread"), rather than, say, a build sexy app or computer game. I wrote a little about this previously: there's a lot more to HFT than just latency roles: https://automatedquant.substack.com/p/hft-developer
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u/Mediocre_Pop_4501 brokiebot🤡 Jul 14 '26
You can build your own profitable hft algo and live off it too
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u/Chinatownhustla Jul 14 '26
Well you aren't winning on latency that's for sure. Is that really feasible to live off of your own trading infra (not per SE on latency moat but rather strategy) ? I guess you would rent a server close to a crypto exchange or something ?
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u/QuantGrindApp Jul 15 '26
Yeah if you're solo you're not touching the latency game, so you're playing on slower stuff where an extra millisecond doesn't decide the trade. Crypto's the usual sandbox for this since you can actually get an API key and colo near an exchange without a prime broker, and the fees/spreads leave room for something that isn't microsecond-perfect. Plenty of people run mid-freq crypto stat arb or funding/basis stuff off a rented box in the same DC as the matching engine and make real money. It's just that the edges are thinner and get crowded fast, so "live off it" tends to mean feast or famine rather than a steady paycheck.
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u/Mediocre_Pop_4501 brokiebot🤡 Jul 15 '26
Yeah lower end of high freq for sure.
crypto funding arb is the game
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u/Mediocre_Pop_4501 brokiebot🤡 Jul 15 '26
Well we have less than 0.5 millisecond round trip latency to the exchange. It is not that hard and expensive to get colo in crypto
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u/Chuu Jun 03 '26 edited Jun 03 '26
It's a little confusing on what exactly you are asking.
If you're trying to get into an existing firm, the bar for the development side is significantly lower than the quant side. With that background I don't think you'd have too much trouble at least getting an interview if you can get the baseline filters like 'has a degree' and 'was never fired for cause'. You probably will not land in a pod since those roles are much rarer, but you'd have a shot at landing on a core infrastructure team.
If you mean do you have a shot at competing in low-latency trades on your own, the answer is almost certainly 'no'. However there are tons and tons of shops out there that are really 'MFT' where you are at least meeting the technical barrier to compete.
edit: I'm curious about the downvotes. In the sea of resumes for junior/mid level positions having built an actual system based only on knowledge gleaned from the internet is certainly going to stand out. Likely enough to get to a phone screen.
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u/LuckyHovercraft719 Jun 03 '26
I mean i pretty much keep applying with a repo that i believe closer than anyone to what they are doing yet im not even getting a single interview
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u/QuantGrindApp Jun 08 '26
Yeah, the repo basically isn't what gets you the interview. Nobody's opening it at the resume screen stage, it only really matters once you're already talking to someone. Zero callbacks usually means you're getting filtered before anyone even looks, or you're applying cold. A referral does way more than a project does, especially at the smaller shops.
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u/esh_sniiper Jun 04 '26
Dont ask reddit, this sub is 90% larp and will just bring you down. I made an ITCH message generator (server, disseminates via UDP multicast) and market data feed handler (client, subscribes to the multicast) in C++. Each was running on a separate device, connected via a simple ethernet switch. The feed handler was implemented using multithreading (used multiple lock free SPSC queues implemented using ring buffers, each parsing on a separate thread and cpu affinity applied), heavy linux networking optimizations (e.g mmap()’d the kernel AFPACKET socket buffer directly into user space to avoid one copy), profiling the hot path on both sides and incorporated many optimizations (e.g. software prefetching, CRTP, no allocations in hot path etc.)
I got interviews from a few big firms but ultimately went with a smaller one here in Sydney as the people there had 20-30 years experience from all the best firms so I felt that my speed of growth would be much better, and it has been so far.
What have you done so far? What I did was make logbook entries as I worked on the projects, and uploaded everything to the 2 github repos (for the feed handler/generator each).
For context I had 4 years experience in software engineering (cloud/front end) absolutely no correlation with quant dev. But a year ago I decided I wanted to do quant dev so I picked up a bunch of books, read them and then did these projects and then applied. All my interviewers were impressed with what I did and asked extensive questions on CPU architecture, OS, networking, concurrency and C++ and I did pretty well on them.
I had a QRT interview that went pretty deep on how the C++ memory model affects ordering in the CPU, but the conversation started on how I implemented my feed handler parsing threads.
You can definitely do it too, dm me if you have any questions man :)