Performance mental model
When we talk about HFT optimizations, we could use an endless number of techniques to reach the lowest possible latency. The most important question to ask is what we are trying to achieve – what level of performance is good enough for HFT trading strategies? In this book, we present a lot of optimizations and it would be overwhelming and time consuming to implement all of them. In order to guide the readers through all the optimizations, we will differentiate optimizations by considering them in terms of three groups that lowers the latency by a specific number of microseconds, represented by the following icons:
: Lower than 20 microseconds
Let's get started!
