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Trading at Light Speed: Designing Low Latency Systems in C++ - Lecture
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- 1 Intro
- 2 AUTOMATED TRADING A HIGH STAKES GAME
- 3 AUTOMATED TRADING: THE NEED FOR SPEED
- 4 DESIGN FOR PERFORMANCE
- 5 STRATEGY & TACTICS
- 6 HOW FAST IS FAST?
- 7 AN UNDERWHELMING PROFILING RESULT
- 8 DATA MODEL FOR PERFORMANCE
- 9 DATA MODEL: INSTRUMENT STORE
- 10 STABLE VECTOR
- 11 WSS ESTIMATION
- 12 CONCURRENT DATA IN TRADING SYSTEMS
- 13 HOW MUCH DATA?
- 14 SEQLOCK PROPERTIES
- 15 CONCURRENT DATA: EVENTS
- 16 SPMC QUEUE V2
- 17 IS YOUR SYSTEM TUNED CORRECTLY?
- 18 C-STATE, P-STATE
- 19 SHARED LLC OPTIMIZATION
- 20 METRICS
- 21 CONCLUSION
