fbpx

C++ event driven meta programming libraries

(Last Updated On: November 19, 2015)

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:

http://www.mathworks.com/videos/automated-trading-with-matlab-81911.html

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.

Event driven C++ Metaprograming

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:

http://cpptruths.blogspot.ca/2011/07/want-speed-use-constexpr-meta.html

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/

Join my FREE newsletter to learn which C++ tricks are used for high frequency trading 

 

 

 

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!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top