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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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Author (1)
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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Technical requirements

All the code for this book can be found in the GitHub repository for this book at https://github.com/PacktPublishing/Building-Low-Latency-Applications-with-CPP. The source for this chapter is in the Chapter4 directory in the repository.

We expect you to have at least intermediate C++ programming experience, since we will assume you understand the widely used C++ programming features well. We also assume that you have some experience with network programming in C++, since network programming is a huge topic and cannot be covered in this book. For this book, starting with this chapter, we will use the CMake and Ninja build systems, so we expect you to either understand CMake, g++, Ninja, Make, or some such build system to be able to build the code samples for this book.

The specifications of the environment in which the source code for this book was developed are shown here. We present the details of this environment since all the C++ code presented in this...

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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