Sourav Ghosh

Building Low Latency Applications with C++ (eBook, ePUB)

Develop a complete low latency trading ecosystem from scratch using modern C++

• Format: ePub

Produktbeschreibung

C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies.
With this book, you'll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You'll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch.
You'll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you'll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you'll get to grips with measuring and optimizing the performance of your trading system.
By the end of this book, you'll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

Produktdetails

• Verlag: Packt Publishing
• Seitenzahl: 506
• Erscheinungstermin: 21. Juli 2023
• Englisch
• ISBN-13: 9781837634477
• Artikelnr.: 73680132

Autorenporträt

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 for the most liquid global futures contracts. He works as a Senior Quantitative Developer at a trading firm in Chicago. He holds a Masters 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.