Developing High-Frequency Trading Systems

Use your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, and PythonKey Features:Learn how to build high-frequency trading systems with ultra-low latencyUnderstand the critical components of a trading systemOptimize your systems with high-level programming techniquesBook 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 systems performance is vital, so youll also focus on logging and statistics. As you move beyond the traditional HFT programming languages, such as C++ and Java, youll 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, youll be ready to take on the markets with HFT systems.What You Will Learn:Understand the architecture of high-frequency trading systemsBoost system performance to achieve the lowest possible latencyLeverage the power of Python programming, C++, and Java to build your trading systemsBypass your kernel and optimize your operating systemUse static analysis to improve code developmentUse C++ templates and Java multithreading for ultra-low late