Preface

A theoretical knowledge of C++ is not sufficient for building practical low latency applications. The C++ programming language is also quite feature-rich, so it can be difficult to decide which features to use and which ones to avoid for ultra-low latency applications. This book dives into the technical details of the features available in the C++ programming language as well as C++ compilers, from the perspective of low latency performance optimization.

Low latency trading system development in C++ is a highly sought-after skill in quantitative finance. Designing and building a low latency electronic trading ecosystem from scratch in C++ can be daunting, which this book will present in detail. It builds a complete low latency trading ecosystem completely from scratch so that you can learn by following the development and evolution of a trading system. We will learn the important details when building low latency applications in C++ using step-by-step examples and explanations.

Additionally, measuring and optimizing performance is a continuous evolution of all low latency systems, which will also be covered in this book. By the end of this book, you will have a very good understanding of low latency trading systems as well as C++ features and techniques to focus on low latency development.