Ghosh Building Low Latency Applications with C++

Develop a complete low latency trading ecosystem from scratch using modern C++
1. Auflage 2023
ISBN: 978-1-83763-447-7
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 0 - No protection

E-Book, Englisch, 506 Seiten

No detailed description available for "Building Low Latency Applications with C++".

Autoren/Hrsg.

Ghosh, Sourav

Fachgebiete

• Mathematik | Informatik EDV | Informatik Technische Informatik Eingebettete Systeme
• Mathematik | Informatik EDV | Informatik Computerkommunikation & -vernetzung Cloud-Computing, Grid-Computing
• Mathematik | Informatik EDV | Informatik Betriebssysteme Handheld Betriebssysteme

Inhaltsverzeichnis

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

Über Autor(innen)

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.