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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.
Read more about Sourav Ghosh

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To get the most out of this book

You need to have at least beginner-level experience with the C++ programming language and have a basic level of comfort when it comes to compiling, building, and running C++ code in a Linux environment. Prior knowledge of low latency applications and electronic trading is a plus but not required, since all of the information relevant to that will be covered.

Software/hardware covered in the book

Operating system requirements

C++ 20

Linux

GCC 11.3.0

Linux

This book was developed on a Linux 5.19.0-41-generic #42~22.04.1-Ubuntu x86_64 x86_64 x86_64 GNU/Linux operating system. It uses CMake 3.23.2 and Ninja 1.10.2 as the build systems. However, the source code presented in this book is expected to work on all Linux distributions that have at least the GCC 11.3.0 compiler.

If you are using the digital version of this book, we advise you to type the code yourself or access the code from the book’s GitHub repository (a link is available in the next section). Doing so will help you avoid any potential errors related to the copying and pasting of code.

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Building Low Latency Applications with C++
Published in: Jul 2023Publisher: PacktISBN-13: 9781837639359
© 2023 Packt Publishing Limited All Rights Reserved

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

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