Pros
The people. You would be hard-pressed to find a smarter, more enthusiastic group of developers. Not only are they incredible developers, but even greater friends. It is a once in a lifetime work environment.
The breadth. Since the company is small, each individual takes on immense responsibility across a wide breadth of topics and technologies. This keeps the job and your skills from growing stagnant.
The technology. Tradebot is on the bleeding-edge with the latest versions of hardware, software, and libraries.
The culture. It is the best I have seen in years. Negativity is infectious. The current associates are gracious, humble, and hungry.
Cons
Emotional resiliency required. Everyone is closely involved with the ups-and-downs of the company. This is accentuated at Tradebot since it is a small company.
No paid parental leave. All relevant software competitors offer some form of paid parental leave.
Expensive benefits. It costs over $10K to insure a family. No HSA is offered, only an FSA.