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Developing High-Frequency Trading Systems
Developing High-Frequency Trading Systems

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

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Developing High-Frequency Trading Systems

Part 1: Trading Strategies, Trading Systems, and Exchanges

By the end of this introduction, you will have a quick overview of the history of high-frequency trading (HFT). You will know about the market participants, the fundamental HFT requirements (low latency connectivity and infrastructure), the trading time horizons in HFT versus non-HFT, and the holding periods/position management (HFT versus ultra HFT). We will also talk about the places for HFT. This book is not about the business of trading or HFT; it is about how to implement an HFT system concretely by using Java, C++, and Python. You will know how a trading system works and which trading strategies you can run.

This part comprises the following chapters:

  • Chapter 1, Fundamentals of a High-Frequency Trading System
  • Chapter 2, The Critical Components of a Trading System
  • Chapter 3, Understanding the Trading Exchange Dynamics
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Key benefits

  • 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

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

Product Details

Country selected

Publication date : Jun 17, 2022
Length 320 pages
Edition : 1st Edition
Language : English
ISBN-13 : 9781803242811
Category :
Languages :

What do you get with eBook?

Product feature icon Instant access to your Digital eBook purchase
Product feature icon Download this book in EPUB and PDF formats
Product feature icon AI Assistant (beta) to help accelerate your learning
Product feature icon Access this title in our online reader with advanced features
Product feature icon DRM FREE - Read whenever, wherever and however you want
Buy Now

Product Details


Publication date : Jun 17, 2022
Length 320 pages
Edition : 1st Edition
Language : English
ISBN-13 : 9781803242811
Category :
Languages :

Table of Contents

16 Chapters
Preface Chevron down icon Chevron up icon
1. Part 1: Trading Strategies, Trading Systems, and Exchanges Chevron down icon Chevron up icon
2. Chapter 1: Fundamentals of a High-Frequency Trading System Chevron down icon Chevron up icon
3. Chapter 2: The Critical Components of a Trading System Chevron down icon Chevron up icon
4. Chapter 3: Understanding the Trading Exchange Dynamics Chevron down icon Chevron up icon
5. Part 2: How to Architect a High-Frequency Trading System Chevron down icon Chevron up icon
6. Chapter 4: HFT System Foundations – From Hardware to OS Chevron down icon Chevron up icon
7. Chapter 5: Networking in Motion Chevron down icon Chevron up icon
8. Chapter 6: HFT Optimization – Architecture and Operating System Chevron down icon Chevron up icon
9. Chapter 7: HFT Optimization – Logging, Performance, and Networking Chevron down icon Chevron up icon
10. Part 3: Implementation of a High-Frequency Trading System Chevron down icon Chevron up icon
11. Chapter 8: C++ – The Quest for Microsecond Latency Chevron down icon Chevron up icon
12. Chapter 9: Java and JVM for Low-Latency Systems Chevron down icon Chevron up icon
13. Chapter 10: Python – Interpreted but Open to High Performance Chevron down icon Chevron up icon
14. Chapter 11: High-Frequency FPGA and Crypto Chevron down icon Chevron up icon
15. Other Books You May Enjoy Chevron down icon Chevron up icon

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Leonid Shleymovich Jan 9, 2024
Full star icon Full star icon Full star icon Full star icon Full star icon 5
This book gives rather deep observation of trading process from the back office developer's point of view. This is the first 30% of the book. Then in 60% of the book it evaluates different relevant C++ and overall design aspects to make trading faster. For every tool and advice is Author honestly lists a negative side, since almost every design solution is a tradeoff. The last 3 chapters describe Java tools, Python tools and more detailed sample architecture for Crypto exchange.
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