Infrastructure for High‑Frequency Trading (HFT): A Quant’s Deep Dive

High‑Frequency Trading (HFT) is not just about smart strategies or elegant math. In reality, 

. Latency, determinism, fault tolerance, and scalability often matter more than alpha itself.

quants, systematic traders, and technically curious traders

 who want a realistic, ground‑up understanding of what infrastructure is required to run HFT systems at a professional level.

1. What Makes HFT Infrastructure Different?

Unlike retail or even mid‑frequency trading systems, HFT systems:

A 5‑microsecond delay can be the difference between profit and consistent loss.

 (or in the same campus) where the matching engine runs.

If your server is even 100 km away, you’re already ~500 microseconds late.

This is one of the biggest barriers to entry in HFT.

network latency dominates compute latency

3.3 Kernel Bypass & User‑Space Networking

This allows packets to go directly from NIC → user space without kernel overhead.

Memory access patterns are heavily optimized to avoid cache misses.

Parsing alone can be the bottleneck if done incorrectly.

One bug without a kill switch can bankrupt a firm.