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

Use your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, Python and RustKey FeaturesSecond edition of the bestselling guide to developing high-frequency trading systemsLearn how to build high-frequency trading systems with ultra-low latencyUnderstand the critical components of a trading systemOptimize your systems with high-level programming techniquesExplore applications of generative AI in high-frequency trading systemsBook DescriptionThe 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 and Rust to achieve high levels of performance. And what book on trading is complete without diving into cryptocurrencies? You will learn how to perform high-frequency crypto trading with confidence. Wondering how to embrace generative AI? This guide delivers on that front as well.By the end of this trading book, you’ll be ready to take on the markets with HFT systems.What you will learnUnderstand the architecture of high-frequency trading systemsBoost system performance to achieve the lowest possible latencyLeverage the power of Python programming, C++, Rust and Java to build your trading systemsBypass your kernel and optimize your operating systemUse static analysis to improve code developmentUse C++ templates and Java multithreading for ultra-low latencyApply your knowledge to cryptocurrency tradingUtilize generative AIWho this book is forThis 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++, Java, Python or Rust will help you grasp the topics covered in this book more easily.Table of ContentsFundamentals of a High-Frequency Trading SystemThe Critical Components of a Trading SystemUnderstanding the Trading Exchange DynamicsHFT System Foundations - From Hardware to OSNetworking in MotionHFT Optimization - Architecture and Operating SystemHFT Optimization - Logging, Performance, and NetworkingC++ - The Quest for Microsecond LatencyJava and JVM for Low-Latency SystemsPython - Interpreted but Open to High PerformanceRust - Performance, Safety and Speed at ScaleHigh Frequency FPGA and CryptoHFTand Generative AI Read more