Summary

We discussed the implementation details of various computer science constructs such as context switching, synchronization, and concurrency primitives. We also discussed the implications that these features have on HFT applications and found that often the default behavior that works best for most applications is not the optimal setup for HFT applications.

Finally, we discussed approaches/tools/techniques/optimizations for optimal HFT ecosystem performance. We hope this chapter provides you insight into advanced HFT optimization techniques and their impact on the HFT ecosystem's performance.

For developers and traders that want to build HFT systems and trading strategies, it is imperative that you understand the use of these HFT optimization techniques. The biggest edge in HFT comes from ultra-low latency algorithms/software and to be able to compete in that space, you will need to employ these techniques.

The next chapter will continue on the subject of HFT...