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Developing High-Frequency Trading Systems

You're reading from  Developing High-Frequency Trading Systems

Product type Book
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Pages 320 pages
Edition 1st Edition
Languages
Authors (3):
Sebastien Donadio Sebastien Donadio
Profile icon Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
Romain Rossier Romain Rossier
Profile icon Romain Rossier
View More author details

Table of Contents (16) Chapters

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Summary

We discussed the implementation details of various computer science constructs, such as memory access mechanisms, network traffic access from the application layer, disk I/O, network transmission methods, and performance measurement tools and techniques.

We also discussed the implications that these features have on HFT applications and found that, often, the default behavior that works best for most applications is not the optimal setup for HFT applications.

Finally, we discussed approaches, tools, techniques, and optimizations for optimal HFT ecosystem performance. We hope this chapter provided insights into advanced HFT optimization techniques and their impact on the HFT ecosystem's performance.

You should have a good idea of all the important optimization considerations in an HFT ecosystem. We also discussed in great detail the different performance measurement and optimization tools and techniques you can use to profile the performance of your HFT system...

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