Donadio / Ghosh / Rossier Developing High-Frequency Trading Systems

Learn how to implement high-frequency trading from scratch with C++ or Java basics
1. Auflage 2022
ISBN: 978-1-80324-342-9
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 0 - No protection

E-Book, Englisch, 320 Seiten

No detailed description available for "Developing High-Frequency Trading Systems".

Autoren/Hrsg.

Donadio, Sebastien

Ghosh, Sourav

Rossier, Romain

Fachgebiete

• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Automatische Datenerfassung, Datenanalyse
• Mathematik | Informatik EDV | Informatik Programmierung | Softwareentwicklung Algorithmen & Datenstrukturen
• Mathematik | Informatik EDV | Informatik EDV & Informatik Allgemein

Inhaltsverzeichnis

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

Über Autor(innen)

Donadio Sebastien:

Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.Ghosh Sourav:

Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.Rossier Romain:

Romain Rossier brings 19+ years of experience mostly as a Software Architect in the financial industry, specializing in low latency, high performance java software design and development. He is currently the Chief Architect for the HCTech FX Proprietary Trading engine. He also built and led the software development team at HCTech, where he oversaw and developed the HFT platform architecture for FX, Futures and Fixed Income. Prior to HCTech, Romain was Director of the Currenex lab where he led the team responsible for the development of the Currenex Intelligent Pricing System. Romain holds a Master of Science in Communication Systems from the Swiss Federal Institute of Technology in Lausanne.