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Developing High-Frequency Trading Systems

You're reading from   Developing High-Frequency Trading Systems Learn how to implement high-frequency trading from scratch with C++ or Java basics

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Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Length 320 pages
Edition 1st Edition
Languages
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Authors (3):
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Sebastien Donadio Sebastien Donadio
Author Profile Icon Sebastien Donadio
Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Romain Rossier Romain Rossier
Author Profile Icon Romain Rossier
Romain Rossier
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Toc

Table of Contents (16) Chapters Close

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System FREE CHAPTER 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Conventions used

There are a number of text conventions used throughout this book.

Code in text: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: "It offers one producer to one consumer (OneToOneRingBuffer) or many producers to one consumer (ManyToOneRingBuffer) solutions."

A block of code is set as follows:

/* Put header files here or function declarations like below */
 extern int add_1(int n);
 extern int add(int n, int m);

Any command-line input or output is written as follows:

>>> import math
 >>> math.add_1(5)
 6

Bold: Indicates a new term, an important word, or words that you see onscreen. For instance, words in menus or dialog boxes appear in bold. Here is an example: "The Load Data component (annotation 1) will help get historical data."

Tips or Important Notes

Appear like this.

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