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Building Low Latency Applications with C++

You're reading from   Building Low Latency Applications with C++ Develop a complete low latency trading ecosystem from scratch using modern C++

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Product type Paperback
Published in Jul 2023
Publisher Packt
ISBN-13 9781837639359
Length 506 pages
Edition 1st Edition
Languages
Concepts
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Author (1):
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Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master’s in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
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Toc

Table of Contents (19) Chapters Close

Preface 1. Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications
2. Chapter 1: Introducing Low Latency Application Development in C++ FREE CHAPTER 3. Chapter 2: Designing Some Common Low Latency Applications in C++ 4. Chapter 3: Exploring C++ Concepts from A Low-Latency Application’s Perspective 5. Chapter 4: Building the C++ Building Blocks for Low Latency Applications 6. Part 2:Building a Live Trading Exchange in C++
7. Chapter 5: Designing Our Trading Ecosystem 8. Chapter 6: Building the C++ Matching Engine 9. Chapter 7: Communicating with Market Participants 10. Part 3:Building Real-Time C++ Algorithmic Trading Systems
11. Chapter 8: Processing Market Data and Sending Orders to the Exchange in C++ 12. Chapter 9: Building the C++ Trading Algorithm’s Building Blocks 13. Chapter 10: Building the C++ Market Making and Liquidity Taking Algorithms 14. Part 4:Analyzing and Improving Performance
15. Chapter 11: Adding Instrumentation and Measuring Performance 16. Chapter 12: Analyzing and Optimizing the Performance of Our C++ System 17. Index 18. Other Books You May Enjoy

Index

As this ebook edition doesn't have fixed pagination, the page numbers below are hyperlinked for reference only, based on the printed edition of this book.

Symbols

-l library option 95

-march parameter 95

-Werror parameter 95

A

Active Template Library (ATL) 14

adaptive bitrate (ABR) 27

adaptive sync 36

aggressive orders 159

matching 228-232

anonymous namespace 68

anti-aliasing 43

Ant Media Server 33

Application Enablement Platform (AEP) 45

artificial intelligence (AI) 45

asynchronous input/output (asio) 14

augmented reality (AR)

challenges 19

B

banking applications 20

Best Bid Offer (BBO) 178, 299, 321

structure, defining 299

bids 201

bitfields

using 70

bitwise operations

optimizing 63, 64

boolean operations

optimizing 63, 64

Boost 13

BoxCaster 27

C

C++

evolution 15

threading, for multi-threaded low latency applications 98

C++, characteristics...

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Authors (1)

Profile icon Sourav Ghosh
Sourav Ghosh
Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.
Read more
See other products by Sourav Ghosh

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