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HIGH-FREQUENCY TRADING (HFT)
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Classroom Contents
Striving for Ultimate Low Latency
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- 1 Intro
- 2 ISO C++ COMMITTEE (WG21) STUDY GROUP 14 (5614)
- 3 LATENCY VS THROUGHPUT
- 4 WHAT DO WE MEAN BY LOW LATENCY?
- 5 WHY DO WE STRIVE FOR LOW LATENCY?
- 6 HIGH-FREQUENCY TRADING (HFT)
- 7 MARKET DATA PROCESSING
- 8 HOW FAST DO WE DO?
- 9 WHAT IF SOMETHING GOES WRONG?
- 10 C++ OFTEN NOT THE MOST IMPORTANT PART OF THE SYSTEM
- 11 SPIN, PIN, AND DROP-IN
- 12 CHARACTERISTICS OF LOW LATENCY SOFTWARE
- 13 HOW NOT TO DEVELOP SOFTWARE THAT HAVE PREDICTABLE PERFORMANCE?
- 14 THINGS TO AVOID ON THE FAST PATH
- 15 QUESTION: WHAT IS THE DIFFERENCE HERE?
- 16 KEY std::shared_ptr ISSUES
- 17 C++ EXCEPTIONS
- 18 EXCEPTION SAFETY GUARANTEES
- 19 POLYMORPHISM
- 20 MULTIPLE INHERITANCE
- 21 RUNTIME TYPE IDENTIFICATION (RTTI)
- 22 DYNAMIC MEMORY ALLOCATIONS
- 23 CUSTOM ALLOCATORS TO THE RESCUE
- 24 SMALL OBJECT OPTIMIZATION (500 / 5S / SBO)
- 25 NO DYNAMIC ALLOCATION
- 26 THINGS TO DO ON THE FAST PATH
- 27 EXAMPLE OF SAFE TO USE C++ TOOLS
- 28 DO YOU AGREE?
- 29 constexpr FUNCTION
- 30 C++20 SPOILER ALERT:-
- 31 C++17 COMPILE TIME DISPATCH
- 32 TYPE TRAITS: A NEGATIVE OVERHEAD ABSTRACTION
- 33 TYPE TRAITS: COMPILE-TIME BRANCHING
- 34 WHAT IS WRONG HERE?
- 35 QUIZ: HOW MUCH SLOWER IS THE BAD CASE?
- 36 CPU DATA CACHE
- 37 ANOTHER EXAMPLE
- 38 NAIVE OBJECTMGR IMPLEMENTATION
