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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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Part 1:Introducing C++ Concepts and Exploring Important Low-Latency Applications

In this part, we will introduce low-latency applications as well as the proper approach toward low-latency application development in C++. We will discuss the technical details of some common low-latency applications in different business areas. We will discuss some details relevant to low-latency application development and how C++ concepts and techniques fit into that. We will also write some C++ code to implement the different low-latency components we introduced previously from the perspective of an electronic trading exchange.

This part contains the following chapters:

  • Chapter 1, Introducing Low-Latency Application Development in C++
  • Chapter 2, Designing Some Common Low-Latency Applications in C++
  • Chapter 3, Exploring C++ Concepts from a Low-Latency Application’s Perspective
  • Chapter 4, Building the C++ Building Blocks for Low-Latency Applications
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Building Low Latency Applications with C++
Published in: Jul 2023Publisher: PacktISBN-13: 9781837639359
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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