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Comment by gargarplex

6 years ago

Inappropriate metaphor

I know one of the people who literally wrote a chunk of the matching engine on one of the larger exchanges. He’s not absurdly rich but a book from him on high performance order book management at scale would absolutely worth a read.

The metaphor is appropriate because quite frequently people who use things to the greatest effect know very little about the implementation or how it actually works.

  • That's a reasonable argument then, and now I appreciate the metaphor.

    If one is interested in the technical details of implementation for technical reasons, I would agree that a brilliant and interesting engineer wouldn't necessarily be in line to profit from their value creation although would be available to discuss mechanics of implementation.