C++ event driven programming libraries
This is very critical for a high speed system but also must be done efficiently. After watching the latest Stuart Kozola webinar on this for Matlab:
You need to understand how critical this ios for efficiency in your code for high performing trading systems. I am looking at ways to optimize that with these many choices. There is event driven metaprocessing which is even more complex but faster since the system will be state free.
I would recommend to look my about link. Also realize that this is one of the key advantages you use C++ since neither Python or R is built for this. Also, you cannot use any language that has a garbage collector like C# or Java. I am sure you could but you better really need to understand the mechanics of these languages to keep the garbage collector at bay.
Just a note, this is the best link but Windows based only: http://www.husseinsspace.com/teaching/udw/1996/cnotes/chapsix.htm
Even more added links:
In my view, the most interesting aspect of constexpr is its speed. constexpr functions can perform compile-time computations at lightening speed. To compare the performance I implemented an is_prime algorithm in 3 different ways
…. As long as parameter number is an integral constant, this constexpr version will compute the result at compile-time (C++11 compilers only)
Examples like this make the code bloated and unreadable http://www.codeproject.com/Articles/3743/A-gentle-introduction-to-Template-Metaprogramming
To be honest my link above that contains this site is the best: http://bartoszmilewski.com/category/metaprogramming/
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!