To get the most out of this book
This book assumes that you are familiar with programming, hardware architecture, and OS. Because this book will discuss the optimizations required to reduce the tick-to-trade latency, it is essential to have the minimal knowledge of computer engineering.
Most of the HFT systems run with a Unix-based OS. We will recommend using a Linux OS to apply your knowledge of this book.
This book is a reservoir of knowledge from many computer engineering and finance domains. We recommend reading other Packt books such as the following:
- Linux Kernel Programming (https://www.packtpub.com/product/networking-and-servers/9781789953435)
- Java Programming for Beginners (https://www.packtpub.com/product/application-development/9781788296298)
- C++ High Performance (https://www.packtpub.com/product/programming/9781839216541)
We also recommend reading books such as Compilers: Principles, Techniques, and Tools, and Computer Architecture: A Quantitative Approach. These books will give you more in-depth knowledge of the optimization we are using for HFT.
