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Developing High-Frequency Trading Systems
Developing High-Frequency Trading Systems

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

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Profile Icon Sebastien Donadio Profile Icon Sourav Ghosh Profile Icon Romain Rossier
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$41.99
Full star icon Full star icon Full star icon Full star icon Half star icon 4.1 (18 Ratings)
eBook Jun 2022 320 pages 1st Edition
eBook
$41.99
Paperback
$51.99
Subscription
Free Trial
Renews at $12.99p/m
Arrow left icon
Profile Icon Sebastien Donadio Profile Icon Sourav Ghosh Profile Icon Romain Rossier
Arrow right icon
$41.99
Full star icon Full star icon Full star icon Full star icon Half star icon 4.1 (18 Ratings)
eBook Jun 2022 320 pages 1st Edition
eBook
$41.99
Paperback
$51.99
Subscription
Free Trial
Renews at $12.99p/m
eBook
$41.99
Paperback
$51.99
Subscription
Free Trial
Renews at $12.99p/m

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Key benefits

  • 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

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.

Who is this book 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.

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

Product Details

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Publication date, Length, Edition, Language, ISBN-13
Publication date : Jun 17, 2022
Length: 320 pages
Edition : 1st
Language : English
ISBN-13 : 9781803243429
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What do you get with eBook?

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Product feature icon Download this book in EPUB and PDF formats
Product feature icon Access this title in our online reader with advanced features
Product feature icon DRM FREE - Read whenever, wherever and however you want
Product feature icon AI Assistant (beta) to help accelerate your learning
OR
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Product Details

Publication date : Jun 17, 2022
Length: 320 pages
Edition : 1st
Language : English
ISBN-13 : 9781803243429
Category :
Languages :

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Frequently bought together


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Customer reviews

Top Reviews
Rating distribution
Full star icon Full star icon Full star icon Full star icon Half star icon 4.1
(18 Ratings)
5 star 66.7%
4 star 11.1%
3 star 5.6%
2 star 0%
1 star 16.7%
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Leonid Shleymovich Jan 09, 2024
Full star icon Full star icon Full star icon Full star icon Full star icon 5
This book gives rather deep observation of trading process from the back office developer's point of view. This is the first 30% of the book. Then in 60% of the book it evaluates different relevant C++ and overall design aspects to make trading faster. For every tool and advice is Author honestly lists a negative side, since almost every design solution is a tradeoff. The last 3 chapters describe Java tools, Python tools and more detailed sample architecture for Crypto exchange.
Feefo Verified review Feefo
anthony weston Jul 11, 2022
Full star icon Full star icon Full star icon Full star icon Full star icon 5
Developing High-Frequency Trading Systems gives a great overview of what is important when developing a HFT system. It covers the aspects of system, network and software design that is needed to build an optimized trading system. Helps the reader learn what is used to evaluate the performance of the trading system and what can be done to help improve it. It directs the reader in what technologies(microwave, fiber, c++, fpga…) are required to reach various trading thresholds like nano, micro, millis.
Amazon Verified review Amazon
Amazon Customer Jul 09, 2022
Full star icon Full star icon Full star icon Full star icon Full star icon 5
Excellent, comprehensive book on high frequency trading systems for people with prior knowledge of computer science. The book begins with an explanation of what HFT is and focuses on the exchange and traders' side of things. In the second part of the book, it looks at HFT from more of a computer engineering point of view with hardware, operating systems, and network protocols. In the last part of the book, it gets into the programming side of things. Implementation in C++, Java, and even the possible implementation of Python are discussed. Application of HFT to the cryptocurrency market is also touched upon.
Amazon Verified review Amazon
Mike Phelps Mar 02, 2023
Full star icon Full star icon Full star icon Full star icon Full star icon 5
Covers many things you need to know whether working in a bare metal language or in a memory managed one. Lots of practical, useful, actionable advice.
Amazon Verified review Amazon
Burak Sekerci Jun 30, 2022
Full star icon Full star icon Full star icon Full star icon Full star icon 5
This is an incredible information bank when it comes to the technical side of an high frequency trading system. The book takes the reader through every step of building a competent and competitive trading environment starting from what high frequency trading is, to the details of network design, architecture optimizations and to the microsecond implementation secrets. No detail is left behind in this book. I would suggest this to any developer, quant or an enthusiast who is interested in learning more about the technical side of the business and how to build an high frequency algorithm from scratch.
Amazon Verified review Amazon
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