Book Image

Developing High-Frequency Trading Systems

By : Sebastien Donadio, Sourav Ghosh, Romain Rossier
5 (1)
Book Image

Developing High-Frequency Trading Systems

5 (1)
By: Sebastien Donadio, Sourav Ghosh, Romain Rossier

Overview of this book

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.
Table of Contents (16 chapters)
1
Part 1: Trading Strategies, Trading Systems, and Exchanges
5
Part 2: How to Architect a High-Frequency Trading System
10
Part 3: Implementation of a High-Frequency Trading System

Summary

This chapter was the final chapter of this book. We discussed how to improve the tick-to-trade latency using FPGA. We studied how crypto trading was different from traditional trading. We learned how to build an HFT system in the cloud.

Since this is the end of this book, we would like to take the opportunity to remind you that technology evolves very fast. In this book, we presented the basics of HFT. However, we need to remember that being among the fastest HFT companies costs a lot in terms of money and time. Engineers, hardware, network, and connections are vital parts of HFT. Even if we don't have the quickest architecture, data analysis can always help build robust HFT strategies capable of performing within the limitation of our system. This book drew the basics of creating an HFT system by considering the HFT optimization technique.

We are getting to the end of this journey together. We would like to thank you for reading this book and invite you to contact...