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You're reading from  Building Low Latency Applications with C++

Product typeBook
Published inJul 2023
PublisherPackt
ISBN-139781837639359
Edition1st Edition
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Sourav Ghosh
Sourav Ghosh
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Sourav Ghosh

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.
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Discussing tips and techniques for optimizing our C++ trading system

In this section, we will present a few possible areas where we can optimize our C++ trading ecosystem. Note that these are only some examples and a lot more is possible, but we will leave you to measure and discover those inefficiencies, as well as improve on them. To reiterate what we have mentioned a few times before, you should measure the performance of various parts of your system with everything we learned in the previous chapter, Adding instrumentation and measuring performance. You should analyze them using the approach we discussed in this chapter and use the C++ discussions we had in the chapter Exploring C++ Concepts from a Low-Latency Application’s Perspective to improve on them further. Now, let us discuss some areas of improvement next. We have tried to arrange these loosely in order from least to most effort.

Optimizing the release build

The first suggestion would be to try and optimize...

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Building Low Latency Applications with C++
Published in: Jul 2023Publisher: PacktISBN-13: 9781837639359

Author (1)

author image
Sourav Ghosh

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.
Read more about Sourav Ghosh