No, I'm already in the finance industry. There are two main reasons I'm doing this:
- I think the finance industry is very closed when it comes to intellectual property development, and an open source approach can be seriously competitive. An open approach may well be the future when it comes to being 'connected'
- HFT is an interesting multi-disciplinary problem and the shear breadth of expertise required - modern chip design, low-latency software/hardware interaction, lock-free concurrency, fault-tolerant system design, adaptive learning algorithms, k-means clustering - means I'm learning heaps every day.
I just don't agree that HFT is a scourge. It's an ecological shift (neither good or evil) and longer-horizon investors need to evolve.
I just don't agree that HFT is a scourge. It's an ecological shift (neither good or evil) and longer-horizon investors need to evolve.