Search icon CANCEL
Subscription
0
Cart icon
Your Cart (0 item)
Close icon
You have no products in your basket yet
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
Developing High-Frequency Trading Systems

You're reading from   Developing High-Frequency Trading Systems Learn how to implement high-frequency trading from scratch with C++ or Java basics

Arrow left icon
Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Length 320 pages
Edition 1st Edition
Languages
Arrow right icon
Authors (3):
Arrow left icon
Sebastien Donadio Sebastien Donadio
Author Profile Icon Sebastien Donadio
Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Romain Rossier Romain Rossier
Author Profile Icon Romain Rossier
Romain Rossier
Arrow right icon
View More author details
Toc

Table of Contents (16) Chapters Close

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System FREE CHAPTER 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Measuring the performance of a Java software

JMH is a toolkit that assists you in appropriately implementing Java microbenchmarks. Let's now discuss them in detail.

Why are Java microbenchmarks difficult to create?

It's difficult to create benchmarks that accurately assess the performance of a tiny area of a bigger program. When the benchmark runs your component in isolation, the JVM or underlying hardware may apply a variety of optimizations to it. When the component is operating as part of a bigger application, certain optimizations may not be available. As a result, poorly designed microbenchmarks may lead you to assume that your component's performance is better than it actually is.

Writing a good Java microbenchmark often requires avoiding JVM and hardware optimizations that would not have been done in a genuine production system during microbenchmark execution. That's exactly what it is about. Benchmarks that correctly measure the performance of a...

lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at $19.99/month. Cancel anytime
Banner background image