> The biggest edge probably comes from the effort put into building the infrastructure.

I feel like this should be in bold, but either way, I love reading that in these posts. In every way, from research to confirm your models are correct, to be able to trust real time trades, you need a solid architecture. This thought isn't only for trading remember, where it's the same in tons of solutions to problems. If comment readers have other examples, I'd love to hear them in responses.