There are a lot of people from the National Lab super computer world who end up in High Frequency Trading for just the reason you describe.
Specifically, how do you optimize a large cluster of computers to operate at the lowest possible latency. For the National Labs, those computers could be in the lab or with other labs around the world. For the HFT folks, the machines could be in an exchange or spread across multiple exchanges around the world.
Source: I used to be head of Global Latency Monitoring for a HFT.
Hey I’d love to pick your brain about what it takes to do this kind of work coming from a web/systems engineering background. Shoot me an email at samheutmaker at gmail if you’re open to it.
Specifically, how do you optimize a large cluster of computers to operate at the lowest possible latency. For the National Labs, those computers could be in the lab or with other labs around the world. For the HFT folks, the machines could be in an exchange or spread across multiple exchanges around the world.
Source: I used to be head of Global Latency Monitoring for a HFT.