C++ Secret vendor and open source libraries potentially used for HFT environments thanks to this Barclays Bank presentation video
Please visit these helpful links with other videos which are part of these listings below:
Erlang from Barclays Bank Go Big video with weaknesses including potential RDMA open source solution
NOTES: My path of tech choices is very useful with C++/C backend with Matlab/Simulink trade idea generation into an analytics trading system. NOSQL still useful. These are all part of my Elite learning service.
http://quantlabs.net/academy/introduction-quant-elite-membership/
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Stats on languages for HFT trading environment job wise:
C++ 70% of hft software 25 % java but heavy garbage collection tuning so it might be turn off to focus on that 5% to function programming languages
All Linux based
More hft going to fpga for enormous performance boost
Simulink never mentioned for c translation to vhdl but we are in right track
Maxeller was highlighted
Linux Jitter was mentioned:
He kept mentioning jitter in Linux is problem to get lowest latency, using Java with garbage collection does not help
C++ Libraries
http://tradexoft.wordpress.com/tag/lockfree/
QuantLib used for option pricing Greek analysis
QuantLib, the Greeks and other useful option-related values
Boost Math toolkit
http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/index.html
Here are some PDFs from this genius Barclays VP
CodeMesh presentation (live links included)
Click to access richard-croucher.pdf
Low Latency 101
Click to access LowLatency101.pdf
TCPIP Bypass
Click to access TCP_bypass.pdf
Example for raw Ethernet network programming
http://stackoverflow.com/questions/16009347/trouble-with-implementing-a-c-program-that-sends-and-receives-raw-ethernet-frame
OpenOnLoad Ef_vi
http://www.openonload.org/download/openonload-201210-u2-ChangeLog.txt
RDMA description
http://en.m.wikipedia.org/wiki/Remote_direct_memory_access
Intel C compiler optimization (best C compiler)
https://software.intel.com/en-us/articles/step-by-step-optimizing-with-intel-c-compiler
Intel Xeon Optimazation Tuning
https://software.intel.com/en-us/articles/optimization-and-performance-tuning-for-intel-xeon-phi-coprocessors-part-1-optimization
Big page and memory optimization
https://access.redhat.com/documentation/en-US/Red_Hat_Enterprise_Linux/5/html/Tuning_and_Optimizing_Red_Hat_Enterprise_Linux_for_Oracle_9i_and_10g_Databases/chap-Oracle_9i_and_10g_Tuning_Guide-Large_Memory_Optimization_Big_Pages_and_Huge_Pages.html
Linux RDMA Verbs API Tutorials
http://fabbritech.blogspot.ca/2012/07/linux-rdma-verbs-api-tutorials.html
GPU Accelerated Computing with C and C++ (only pricing options Greek analysis via Monte Carlo simulation)
https://developer.nvidia.com/how-to-cuda-c-cpp
Assist with GPU CUDA for onloading data and program to GPU from CPU
Maxeler for FPGA options to vhdl (where does MATLAB’s Simulink fall in her due to code generation to C C++ or VHDL)
https://www.maxeler.com/
Continues below:
Other topics from:
Low Latency 101
Click to access LowLatency101.pdf
Linux Kernal of choice potentially: https://www.kernel.org/pub/linux/kernel/projects/rt/
