Exploring low latency electronic trading
The final example of low latency applications is the applications used in low latency electronic trading and ultra-low latency electronic trading, also known as HFT. We will build a full end-to-end low latency electronic trading system from scratch in C++ in the rest of this book. So, in this section, we will briefly discuss the important considerations for electronic trading applications to achieve low latency performance and then build out the low-level details in the remaining chapters. Developing High-Frequency Trading Systems by Sebastian Donadio, Sourav Ghosh, and Romain Rossier would be an excellent book for understanding low latency electronic trading systems in greater detail for interested readers. Our focus in this book will be to design and build each component from scratch in C++ to learn about low latency application development, but that book can be used as a good reference for the additional theory behind the HFT business.
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