Latency Comparison Numbers
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…
High Frequency Trading | Low Latency systems | Market Making Models | C/C++
L1 cache reference 0.5 ns Branch mispredict 5 ns L2 cache reference 7 ns 14x L1 cache Mutex lock/unlock 25…
Short story, is not easy at all. Recently I’ve been approached for many startups looking for setup their own HFT…
After several years developing high-performance trading systems I come up with some rules of thumb. When talking about low latency/high…
I have a great trading idea!! I do my research, and whoala!! It looks great!! Time to test it… I…
Data structures that are contained within a single cache-line are more efficient. Use appropriate containers (e.g. prefer reserved std::vector than…
Choose the right language: FORGET about scripting languages, they won’t work. When you are looking to shave those last few…
The simplest ideas are often some of the best. This is a mantra that should often be repeated by traders…