To get the most out of this book
This book is for experienced C++ developers who want to enter the finance industry and learn how trading systems work. It is also suitable for quantitative analysts, financial engineers, and anyone interested in building scalable and robust trading systems. The book assumes familiarity with the C++ programming language, data structures, and algorithms. Additionally, readers should have a basic understanding of finance and trading concepts, such as market data, trading strategies, and risk management.
Hardware/Software |
Operating System requirements |
g++ Compiler |
Windows, macOS or Linux |
VS Code |
Windows, macOS or Linux |
Intel oneTBB |
Windows, macOS or Linux |
Google Benchmarks |
Windows, macOS or Linux |
Ubuntu Guest Virtual Machine |
Windows, macOS, or Linux |
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.
Note
The code provided in the chapters serves as an illustrative example of how one might implement a high-performance trading system. However, it is important to note that this code may lack certain important functions and should not be used in a production environment as it is. It is crucial to conduct thorough testing and add necessary functionalities to ensure the system’s robustness and reliability before deploying it in a live trading environment.