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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

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Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Length 320 pages
Edition 1st Edition
Languages
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Authors (3):
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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
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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

The role of compilers

Compilers translate human-readable code written in a programming language (the source language) into another language, usually a machine-specific language, though this can be a virtual machine. They translate code from a high-level language to a lower-level one. They can generate intermediate code, assembly languages, object code, or machine code. They also play an essential role in speeding up software runtime. Compilers keep getting smarter by improving the abstraction of what developers wanted to express with efficient execution in hardware. New programming paradigms were added to improve software engineering. In the 1990s, Python and Java made object-oriented programming available to everyone. We recommend that the reader check out the book Compilers: Principles, Techniques, and Tools, also known as the Dragon Book, written by Aho, Lam, Sethi, and Ullman. This book will explain in depth how compilers are designed.

In HFT systems, the compilers can help...

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