توسعه سیستم های معاملاتی با فرکانس بالا؛ آموزش نحوه پیاده سازی تجارت با فرکانس بالا با سی پلاس پلاس یا مبانی جاوا
سال انتشار: 2022 | 321 صفحه | حجم فایل: 8 مگابایت | زبان: انگلیسی
Developing High-Frequency Trading Systems: Learn how to implement high-frequency trading from scratch with C++ or Java basics
نویسنده
Sebastien Donadio, Sourav Ghosh
ناشر
Packt Publishing
ISBN10:
1803242817
ISBN13:
9781803242811
قیمت: 16000 تومان
برچسبها: تحلیل تکنیکالUse your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, and Python
Key Features
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
Book 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.
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
Who this book is 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.
Table of Contents
Fundamentals of a High-Frequency Trading System
The Critical Components of a Trading System
Understanding the Trading Exchange Dynamics
HFT System Foundations – From Hardware to OS
Networking in Motion
HFT Optimization - Architecture and Operating System
HFT Optimization – Logging, Performance, and Networking
C++ – The Quest for Microsecond Latency
Java and JVM for Low-Latency Systems
Python – Interpreted but Open to High Performance
High Frequency FPGA and Crypto