Interesting stuff. I'm a bit confused on several points though.

If your strategies care so much about performance, can you really achieve the same or comparable performance with Cython? At that point, wouldn't those strategies be better suited for a custom "re-implementation"?

I suppose I'm not exactly sure how "high performance" and "low latency" this project is. Are there any latency stats on this project?

I am guessing it is "low latency" as in not taking 2 minutes to calculate an order size and submit it rather than "low latency" for HFT and 1,000 trades a second.