Building Low Latency Applications with C++
Develop a complete low latency trading ecosystem from scratch using modern C++
1st Edition
Published on 21. May 2024
506 pages
978-1-83763-447-7 (ISBN)
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Sourav Ghosh
Building Low Latency Applications with C++
Develop a complete low latency trading ecosystem from scratch using modern C++
Book
07/2023
Packt Publishing
€52.20
Shipment within 3-4 weeks
Person
Ghosh Sourav :
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.
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.
Content
Table of Contents - Introducing Low Latency Application Development in C++
- Designing Some Common Low Latency Applications in C++
- Exploring C++ Concepts from A Low-Latency Application's Perspective
- Building the C++ Building Blocks for Low Latency Applications
- Designing Our Trading Ecosystem
- Building the C++ Matching Engine
- Communicating with Market Participants
- Processing Market Data and Sending Orders to the Exchange in C++
- Building the C++ Trading Algorithm's Building Blocks
- Building the C++ Market Making and Liquidity Taking Algorithms
- Adding Instrumentation and Measuring Performance
- Analyzing and Optimizing the Performance of Our C++ System
- Designing Some Common Low Latency Applications in C++
- Exploring C++ Concepts from A Low-Latency Application's Perspective
- Building the C++ Building Blocks for Low Latency Applications
- Designing Our Trading Ecosystem
- Building the C++ Matching Engine
- Communicating with Market Participants
- Processing Market Data and Sending Orders to the Exchange in C++
- Building the C++ Trading Algorithm's Building Blocks
- Building the C++ Market Making and Liquidity Taking Algorithms
- Adding Instrumentation and Measuring Performance
- Analyzing and Optimizing the Performance of Our C++ System
