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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 code for this chapter can be found in the Chapter7 directory in the repository.

It is important that you have read and understood the design of the electronic trading ecosystem presented in the Designing Our Trading Ecosystem chapter. The components we build in this chapter will interact with the matching engine we built in the Building the C++ Matching Engine chapter, so we assume you are familiar with that. As before, we will use the building blocks we built in the Building the C++ Building Blocks for Low-Latency Applications chapter.

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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