smq/directoryAn evolving quant resource archive
Back to directoryResource
Paper / 2023SMQ / 67991567541247
C++ Design Patterns for Low-latency Applications Including High-frequency Trading
Burak Gunduz / Paul Bilokon
c++ / high frequency tradingResource overview

C++ Design Patterns for Low-latency Applications Including High-frequency Trading

Paper2023

by Burak Gunduz, Paul Bilokon

Tags
c++high frequency tradingprogramming

Access resource

Open original source Understand this paper

Continue on SelfMadeQuant

Understand this paper

Suggested foundations for market microstructure and execution. Specialist prerequisites vary by paper.

Before you read

  1. Order Books

    Read bid, ask, depth and queue-based market state.

  2. Order Flow and Adverse Selection

    Understand why fills and order flow can carry information.

Go further

  1. Market Impact

    Connect trading speed and size to execution cost.

  2. Implementation Shortfall

    Measure execution relative to the decision price.

Explore a related reading path

Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Market Microstructure and Execution

Keep exploring

Related resources

More ideas from similar topics.

6

From the same author

Burak Gunduz, Paul Bilokon

3