Summary
In this chapter, we developed a conceptual model of how computers work and how to think about the overall performance impact of the various components. Each of the multiple pieces of hardware and software must work in a manner ideal for a trading system. That often requires an understanding of how the hardware and software interact so that the negative impact of inefficient algorithms or interactions can be circumvented or optimized.
Then we are using the fundamentals developed in this chapter as a foundation. The following chapters will build on optimizing the OS, kernel, and application for HFT systems. This will include reducing the impact of context switching, techniques for safely accessing shared data structures, and other means of mitigating inefficient components of the underlying hardware and software.
The next chapter will focus on networking. We will explain the role of a network card for HFT systems and how communication with the exchange needs to be optimized...
