Developing High-Frequency Trading Systems: Learn how to implement high-frequency trading from scratch with C++ or Java basics (Paperback)

Donadio, Sebastien, Ghosh, Sourav, Rossier, Romain

  • 出版商: Packt Publishing
  • 出版日期: 2022-06-17
  • 售價: $1,700
  • 貴賓價: 9.5$1,615
  • 語言: 英文
  • 頁數: 320
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 1803242817
  • ISBN-13: 9781803242811
  • 相關分類: C++ 程式語言
  • 立即出貨 (庫存 < 3)

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商品描述

Use 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.

商品描述(中文翻譯)

使用Java、C++和Python的程式設計技巧,快速創建和優化高頻交易系統。

關鍵特點:
- 學習如何使用超低延遲建立高頻交易系統
- 瞭解交易系統的關鍵組件
- 使用高級程式設計技術優化系統

書籍描述:
交易市場的世界很複雜,但技術可以使其變得更簡單。當然,您知道如何編程,但從何處開始?使用哪種程式語言?如何解決延遲問題?本書回答了所有這些問題。它將幫助您在算法交易的世界中導航,並向您展示如何從複雜的技術組件中構建高頻交易(HFT)系統,並支持準確的數據。

從介紹HFT、交易所和交易系統的關鍵組件開始,本書迅速轉向優化硬件和操作系統以實現低延遲交易的細節,例如繞過內核、內存分配和上下文切換的危險。監控系統性能至關重要,因此您還將關注日誌記錄和統計數據。隨著您超越傳統的HFT程式語言(如C++和Java),您將學習如何使用Python實現高性能。而關於交易的書籍如果不深入探討加密貨幣,就不完整。本指南也涵蓋了這方面的內容,教您如何自信地進行高頻加密貨幣交易。

通過閱讀本書,您將準備好使用HFT系統應對市場。

學到什麼:
- 瞭解高頻交易系統的架構
- 提升系統性能,實現最低延遲
- 利用Python程式設計、C++和Java建立您的交易系統
- 繞過內核,優化操作系統
- 使用靜態分析改進程式開發
- 使用C++模板和Java多線程實現超低延遲
- 將您的知識應用於加密貨幣交易

本書適合對高頻交易系統的技術面和實現超低延遲系統所需的優化感興趣的軟體工程師、量化開發人員或研究人員以及DevOps工程師。有C++和Java的工作經驗將有助於更容易理解本書中涵蓋的主題。

目錄大綱

1. Fundamentals of a High-Frequency Trading System
2. The Critical Components of a Trading System
3. Understanding the Trading Exchange Dynamics
4. HFT System Foundations – From Hardware to OS
5. Networking in Motion
6. HFT Optimization - Architecture and Operating System
7. HFT Optimization – Logging, Performance, and Networking
8. C++ – The Quest for Microsecond Latency
9. Java and JVM for Low-Latency Systems
10. Python – Interpreted but Open to High Performance
11. High Frequency FPGA and Crypto

目錄大綱(中文翻譯)

1. 高頻交易系統基礎
2. 交易系統的關鍵組件
3. 理解交易所動態
4. HFT系統基礎 - 從硬體到作業系統
5. 移動中的網路
6. HFT優化 - 架構和作業系統
7. HFT優化 - 日誌、效能和網路
8. C++ - 追求微秒延遲
9. Java和JVM用於低延遲系統
10. Python - 解釋性語言但具有高性能
11. 高頻FPGA和加密