High Performance Trading Systems in C++

Hi all! Many of our Meetups have been hosted at HFT (High Frequency Trading) companies. Thanks to Carl Cook we have a chance to learn a bit more about the challenges involved in developing such Automated Trading systems. He is preparing his talk “High Performance Trading Systems in C++” for CppCon!

About the talk:

Automated trading involves submitting electronic orders rapidly when opportunities arise. But it’s harder than it seems: either your system is the fastest and you make the trade, or you get nothing.

This talk describes how successful low latency trading systems can be developed in C++, demonstrating common coding techniques used to reduce execution times. While automated trading is used as the motivation for this talk, the topics discussed are equally valid to other domains such as game development and soft real-time processing.

About the speaker

Carl has a Ph.D. from the University of Canterbury, New Zealand, graduating in 2006. He currently works for Optiver, a global electronic market maker. Carl is also an active member of SG14, making sure that requirements from the automated trading industry are represented.

Schedule – Wednesday 6th of September (NOTE: Not a Thursday)

07:00 PM – Socializing with food and drinks
07:50 PM – Intro
08:00 PM – Talk pt 1
08:30 PM – +/- 15 min. Break
08:45 PM – Talk pt 2, followed by Q&A
09:15 PM – Closing drinks
10.00 PM – The end

Note that it’s perfectly okay to come a bit later, but preferably before the talk starts (8pm)!

Location

Thanks Copernica, for hosting! It's only a few minutes walking from Amsterdam CS. The address is: De Ruijterkade 112, Amsterdam (click here to open in google maps) (https://goo.gl/maps/6HJnS).