citadel-low-latency-systems
Installation
SKILL.md
Citadel Securities Style Guide
Overview
Citadel Securities is the world's largest market maker, handling ~25% of all U.S. equity volume and ~40% of retail order flow. They execute millions of trades daily with sub-microsecond latency requirements. Their infrastructure represents the pinnacle of low-latency systems engineering.
Core Philosophy
"Every microsecond is a competitive advantage."
"Determinism is more important than average performance."
"The fastest system is the one that doesn't do unnecessary work."
Citadel believes that in market making, consistent low latency beats occasionally fast. Jitter is the enemy. Every component must be predictable and measurable.
Design Principles
- Latency is King: Measure in microseconds, optimize in nanoseconds.