
Developing High-Frequency Trading Systems
Learn how to implement high-frequency trading from scratch with C++ or Java basics
- 320 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Developing High-Frequency Trading Systems
Learn how to implement high-frequency trading from scratch with C++ or Java basics
About this book
Use your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, and Python
Key Features
- Learn how to build high-frequency trading systems with ultra-low latency
- Understand the critical components of a trading system
- Optimize your systems with high-level programming techniques
Book Description
The world of trading markets is complex, but it can be made easier with technology. Sure, you know how to code, but where do you start? What programming language do you use? How do you solve the problem of latency? This book answers all these questions. It will help you navigate the world of algorithmic trading and show you how to build a high-frequency trading (HFT) system from complex technological components, supported by accurate data.Starting off with an introduction to HFT, exchanges, and the critical components of a trading system, this book quickly moves on to the nitty-gritty of optimizing hardware and your operating system for low-latency trading, such as bypassing the kernel, memory allocation, and the danger of context switching. Monitoring your system's performance is vital, so you'll also focus on logging and statistics. As you move beyond the traditional HFT programming languages, such as C++ and Java, you'll learn how to use Python to achieve high levels of performance. And what book on trading is complete without diving into cryptocurrency? This guide delivers on that front as well, teaching how to perform high-frequency crypto trading with confidence.By the end of this trading book, you'll be ready to take on the markets with HFT systems.
What you will learn
- Understand the architecture of high-frequency trading systems
- Boost system performance to achieve the lowest possible latency
- Leverage the power of Python programming, C++, and Java to build your trading systems
- Bypass your kernel and optimize your operating system
- Use static analysis to improve code development
- Use C++ templates and Java multithreading for ultra-low latency
- Apply your knowledge to cryptocurrency trading
Who this book is for
This book is for software engineers, quantitative developers or researchers, and DevOps engineers who want to understand the technical side of high-frequency trading systems and the optimizations that are needed to achieve ultra-low latency systems. Prior experience working with C++ and Java will help you grasp the topics covered in this book more easily.
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Information
Table of contents
- Developing High-Frequency Trading Systems
- Contributors
- Preface
- Part 1: Trading Strategies, Trading Systems, and Exchanges
- Chapter 1: Fundamentals of a High-Frequency Trading System
- Chapter 2: The Critical Components of a Trading System
- Chapter 3: Understanding the Trading Exchange Dynamics
- Part 2: How to Architect a High-Frequency Trading System
- Chapter 4: HFT System Foundations β From Hardware to OS
- Chapter 5: Networking in Motion
- Chapter 6: HFT Optimization β Architecture and Operating System
- Chapter 7: HFT Optimization β Logging, Performance, and Networking
- Part 3: Implementation of a High-Frequency Trading System
- Chapter 8: C++ β The Quest for Microsecond Latency
- Chapter 9: Java and JVM for Low-Latency Systems
- Chapter 10: Python β Interpreted but Open to High Performance
- Chapter 11: High-Frequency FPGA and Crypto
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