Thomas V. Trex

Latency Engineering in Electronic Markets (eBook, ePUB)

Optimizing Code Paths, Memory Layouts, and I/O

• Format: ePub

Produktbeschreibung

"Latency Engineering in Electronic Markets: Optimizing Code Paths, Memory Layouts, and I/O"
Electronic markets are won and lost in microseconds, yet most trading systems are still built with millisecond-era assumptions. This book is written for practitioners who live on the sharp edge of execution speed: quantitative developers, low-latency engineers, infrastructure specialists, and technically inclined traders who must translate competitive pressure into concrete engineering decisions. It connects trading outcomes-fill probability, slippage, and queue position-to the realities of CPU pipelines, caches, NIC queues, and operating system behavior.
Focusing on end-to-end determinism, the book moves systematically from market microstructure and latency metrics to precise timekeeping, profiling, and microarchitectural tuning. Readers learn how to design cache-resident data structures, engineer hot paths and branchless code, exploit SIMD, and build lock-free queues that behave under burst. The text then drills into NIC architecture, kernel versus kernel-bypass networking, multicast market data, and order-entry tuning, before addressing OS, BIOS, and hardware configuration for stable tail latency. A concluding section ties protocol details, testing methodology, PMU-based observability, and operational safety into a coherent production discipline.
The material assumes strong C/C++ or systems programming experience and familiarity with Linux, but no prior background in ultra-low-latency trading. All concepts are grounded in real-world patterns, with an emphasis on measurable, rep

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Produktdetails

• Verlag: NobleTrex Press
• Seitenzahl: 362
• Erscheinungstermin: 2. Dezember 2025
• Englisch
• ISBN-13: 6610001115180
• Artikelnr.: 76062954