| I'd appreciate any tips, papers, websites, etc to read about performance tuning linux for low latency that anyone can provide. I've already done the usual move the packet handling to user land, and use infiniband hardware to connect machines. I'm looking for the last few percent increase in my latency, even hardware(switch/router recommendations would be welcome). My particular case is algo trading if it really matters. And how do people actually profiled nano seconds? The more I learn about low latency development the more I realize I don't really know:( I'm also open to privately chatting with anyone experience in this area, email in my profile. The alternative is pulling someone out of Getco or Virtu, and that's always a tough task:) EDIT to respond to the comment that people are unlikely to help, I've received 3 private emails in the span of 10 minutes, so someone out there is willing to do it. In general I think people are better than you are giving them credit for. I'd rather it be via this forum so others can learn but I'll take what I can get, and your point is well taken:) |
http://mechanical-sympathy.blogspot.com/
Although a lot of people think HFT is just a race to the bottom (and they are probably right) it's still great fun to try and wring every last nanosecond of performance out of your code.