Sasha (@devdotsasha) / X

Sasha

937 posts

Sasha

@devdotsasha

Performance Engineer. Tokyo based 🇯🇵

Tokyo

Joined September 2022

Sasha
@devdotsasha
Nov 8, 2025
I’ve completely switched my default mode of operation this past year from saving as much as possible to just simply make more. It happened naturally for various reasons; the most prominent being running the HFT startup. Quite the difference on how I operate now. I’d say it’s a
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Sasha
@devdotsasha
Oct 4, 2025
Looks like I'll be moving to Tokyo. I got offered a solid position as a perf & platform eng for Rust trading eng 😀
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Sasha
@devdotsasha
Nov 8, 2025
Replying to @devdotsasha
Slavic gf was also a contributing factor
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Sasha
@devdotsasha
Jan 28, 2025
Anyways, I'm happy to announce I've gone full time on the HFT project
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Sasha
@devdotsasha
Nov 1, 2024
New pad. Back to full health & HFT restarting next week.
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Sasha
@devdotsasha
Jul 30, 2024
Back on the HFT: - we started to lose money on one of the newer exchanges; figure out why - improve observability; prometheus, grafana, alerting blah blah - scope / benchmark using QUIC over UDP for firehosing market data from one region to another - play around with perf &
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Sasha
@devdotsasha
Jun 2, 2025
Went from working 7 days a week on HFT and mm’ing from a cushy villa to staying in a caravan in the Arctic circle because it’s too cold to camp, oh how times have changed
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Sasha
@devdotsasha
May 17, 2025
Since HFT paused, doing something I’ve always wanted to do. Taking a Yamaha Tenere 700 to the Arctic Circle 😀 Currently in Denmark. Nice place.
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Sasha
@devdotsasha
Nov 27, 2024
We’re up ~400% over the last month or so. We’re slowly increasing capital as we gain confidence. Profits still increasing linearly and we have reason to believe we have some room to grow. The params we’ve trained are optimised to reduced large drawdowns at the cost of max
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Sasha
@devdotsasha
Apr 11, 2025
HFT update: whilst we’re in a good position, taking a break to do some traveling and life stuff. Likely going to spend this time also building some indie products in public for fun. And then back to HFT later this year.
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Sasha
@devdotsasha
Aug 4, 2024
Today in HFT land: Since we want to A/B test subacounts we need to refactor the architecture pretty significantly as we want to run on the same machine. We have an bucketing algorithm that distributes groups of instruments onto a set, C CPU cores. Now we need to partition C
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Sasha
@devdotsasha
Aug 13, 2024
HFT today: - We've reached a bit of an impasse. Our main exchange we have been using for testing executions isn't quite as profitable as we expected. And we didn't achieve statistical significance when A/B testing the new setup / param set - However, we believe we will make more
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Sasha
@devdotsasha
Aug 1, 2024
Today in HFT world: - start writing execution paths of the new exchange we’re implementing - scope how we’re going to hyper-parametrise the params that configure a position reducer - more data analysis for the above Other stuff: - started building out an orderbook in go as a
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Sasha
@devdotsasha
Jul 15, 2025
First solana hft / mev update for today: - Started building out the backtesting framework - Finished repo pattern to collect solana block data - ~3 days worth of public data collected & stored (free) - Added WS impl to run as a background process to collect block events and fill
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