Hello world.
Hello world!
I have been wanting to put up a website in some shape or form for a while now. It is finally here. What an exciting beginning! It is, I believe, very human to want to share experiences and knowledge. We are social animals after all.

But why a blog?

Originally, I envisioned that a number of posts on LinkedIn would do just fine.

A smarter man than me once said “If you want to create an apple pie from scratch, you must first invent the whole universe”. Carl Sagan was referring to the fact that the atoms that make up something as mundane as an apple pie, are baked (pun intended) in the core of exploding stars. Without the laws that govern our physical world, the universe would either not exist at all or exist in a very, very different form. Without gravity, we would have no stars. Without stars, the complex atoms that allow life to flourish on Earth, like carbon, oxigen, and iron, would not have been created. Without those atoms, well, you cannot bake an apple pie.

If you truly want to make something from scratch, you ought to back away more than you originally intended.

A few weeks ago, I obtained a copy of “Developing High-Frequency Trading Systems: Learn how to implement high-frequency trading from scratch with C++ or Java basics” by Romain Rossier, Sebastien Donadio, and Sourav Ghosh. What better way to learn the intricacies of the world of High Frequency Trading than to code a HFT system from scratch? I was emboldened, and I wanted to share the progress on the development as well as the difficulties and challenges faced while coding it. Originally, I envisioned that a number of posts on LinkedIn would do just fine.

I embarked on the project, but fairly quickly, it became apparent that a system like that cannot exist in a vacuum. I needed to create a simulator first, with which my application could interact and trade. A few commits later, and I was ready for my first post. I wanted to describe the design choices I had made. I wanted images, I wanted graphs. I wanted… more than a post on LinkedIn could afford me.

So, I had to back up again. I knew the time for a blog-this blog-had come.

Just for fun?

So what is next? I want to document the highs and lows of developing a new HFT app and its ecosystem from scratch. That will be fun. But why stop there? There is space here for a lot more topics. In no particular order: tales from learning Mojo🔥, photos of the beautiful architecture of NYC, History bits and quotes. Again, it should be fun.

Francesco