Fastflow multicore C++ for potential HFT like performance trading

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(Last Updated On: April 20, 2016)

Fastflow multicore C++ for potential HFT like performance trading

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HFT architecture considerations with Fastflow in C++

MOTHER OF ALL GAWD! Fastflow C++ is blazingly fast!

Monoid design pattern to Fastflow multihreading C++ library for high speed trading like HFT



FastFlow is fast. We experimentally demonstrate that FastFlow is always more efficient than state-of-the-art multi-core programming frameworks in a set of micro-benchmarks and on a real world applications; the speedup edge of FastFlow over other solutions might be substantial for fine grain tasks, as an example +35% on OpenMP, +226% on Cilk, +96% on TBB for the alignment of protein P01111 against UniProt DB using the Smith-Waterman algorithm.

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at