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| Platform |  | Pricing | Freemium | Publishes | Daily |
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| Issues | 294 | Founded | 4 years ago | Last Issue | 4 days ago |
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lucisqr.substack.comLatest Issues
Why HFT Interviews Reject the Wrong Engineers
About fifteen hours of interviewer time per candidate, repeated fifty to a hundred times to fill one role, plus a year of accumulated process drift since anyone last redesigned it. The decision-making instrument that gates a $5-50M outcome...
How a Well-Placed Branch Improves 2-4x Performance
There is a loop in your decoder that will not go faster, and it is not your fault. You unrolled it, you told the compiler -O3 -march=native, you checked that everything is L1-resident. It sits there at one iteration per load, immovable, whi...
loop-hunter: Finding the Loops Your Compiler Silently Skips
Loop irreducibility is the one performance cliff in C++ that the whole toolchain walks you off in silence. So I wrote a small tool to find them: loop-hunter, an LLVM pass that flags every irreducible loop, points at the two places control e...
NSE Ships Order IDs as Doubles. Half the Bits Are Already Gone.
Among the major exchanges, the National Stock Exchange of India is the only one I know that ships order identifiers as IEEE-754 doubles. Every other venue I’ve worked with treats an order ID as what it actually is: a monotonically increasin...
What "5 ns Wire-to-Wire" Actually Means, and Why ASICs Were Always Part of the Path
The discussion that grew out of Shreyans’s article is best read as a clarification, not a correction. The original piece has the layout of the stack right: the reflex path close to the wire, the application logic a layer back, the controls...
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Authors
The writers behind this newsletter.
I earned MSc, PhD in Structural Dynamics, with emphasis in supercomputing. Switched to high frequency trading at Citadel in early 2000s. I work mostly with trading applications. LightQR Suite: www.vitorian.com
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