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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

Introducing Python

Python is the most used programming language on the planet (one-third of all new code is written in Python). This language is used in software development. Python is a relatively simple language to learn and it is a high-level programming language that uses type inference, which is interpreted. Unlike C/C++, which requires you to concentrate on memory management and the hardware aspects of the computer you're programming, Python handles the internal implementation, such as memory management. As a consequence, this language will make it easier to concentrate on writing trading algorithms.

Python is a flexible language that can construct applications in any sector. Python has been extensively used for years. The Python community is vast enough to provide many important libraries for your trading strategy, spanning from data analytics, machine learning, data extraction, and runtime, to communication; the list of open source libraries is enormous.

Python...

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