CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
CppCon · 5 HN recommendations
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Optiver's Carl Cook explains how to build high-frequency trading systems in C++, where the critical path runs rarely but must be extremely fast. He covers techniques for low and predictable latency, including avoiding main memory and cache misses.
Why HN recommends it: HN repeatedly points people to it as the best overview of low-latency trading engineering.
“Here are some talks that will give you a small overview into that world” Read on HN ↗