Zero Latency - Huddle CEO Francesco Borgosano

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hagrinBPR Review Date: 2024-04-03 18:02:06
Rating: 4.00

Notes:
Huddle CEO. Pod starts out with SGP trading engine discussion. It's a bit of a rough listen due to the accent ("me" problem), but it's doable.

3:40 - "The more challenging side SGP is more on the engineering side than the pricing side." Mentions depth of offerings, reactiveness. 5:25 - Interesting, they created a dedicated engine to power SGPs separate core engine. 8:10 - mentions that they wrote a whitepaper on the engineering challenges of the SGP engine, I need to find this. (Well that was easy, it's on their website, click blog, it's the Feb 28. 2024 entry).

(Reading this whitepaper which is an easily digestible 7 pages, they utilize Snowflake for data storage. ETL is handled by Apache Airflow which Kubernetes hosts. Simulation model is a bunch of Monte Carlos. Basic idea is they ingest data in multiple pipes, send that to the secondary pipe to generate odds pricing from the sims being done and then it's all maintained with oversight from the trading team to react to data issues or ad hoc events.)

11:15 - Live SGP discussion. Echoes a lot of what Shipper discussed on the prior pod. Interesting discussion on "vanity metrics" ex - # of markets offered vs how many are actually utilized which stretches the trading team too thin.

18:30 - Betr to utilize Huddle engine starting shortly. Sounds like they will be doing not only engine support, but providing data / analytics back to Betr on use metrics.