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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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Maximizing C++ compiler optimization parameters

In this last section, we will understand how advanced and amazing modern C++ compilers are at optimizing the C++ code that the developers write. We will understand how compilers optimize the C++ code during the compilation, linking, and optimization stages to generate the most efficient machine code possible. We will understand how compilers optimize high-level C++ code and when they fail to do the best job. We will follow that up with a discussion on what the application developer can do to aid the compilers in their optimization task. Finally, we will look at different options available in modern C++ compilers by looking specifically at the GNU compiler (GCC). Let us start by understanding how compilers optimize our C++ program.

Understanding how compilers optimize

In this sub-section, we will understand the different compiler optimization techniques that the compiler employs during its many passes over the high-level C++ code...

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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