Proprietary Trading Firm Builds High-Frequency Trading System with our Guidance

Overview

A proprietary trading firm with existing manual and semi-automated strategies sought to build a full institutional-grade high-frequency trading system. They had the capital and the quant talent — but lacked the infrastructure architecture expertise to execute at microsecond latency.

This engagement reflects our core model: retained technical governance that operates alongside existing engineering teams, providing architectural authority without replacing headcount.

The Challenge

The firm had developed profitable strategies in simulation but was unable to translate them into a live, low-latency production environment. Their in-house engineering team was strong in financial modeling but lacked deep HFT infrastructure experience. Every infrastructure decision was made in isolation, resulting in compounding latency and reliability issues before a single trade was placed.

Our Approach

• Executive Strategy Session to map commercial objectives to technical requirements
• Technology stack selection: co-location vendor, market data feed, OMS/EMS architecture
• Network topology design for sub-100μs order-to-acknowledgement round-trips
• Latency benchmarking framework with deterministic replay for regression testing
• Zero-Failover protocol design for risk controls and circuit breakers
• Ongoing Architectural Review cadence to govern build decisions across 12 months

Outcomes