I did a lengthy review on the various options of C++ concurrency libraries you can use. Out of all the libraries I played with, I think the Standard C++ Threading library is your BEST option as it is not considered a dependency. When you factor Intel Threading Building Blocks, I found it somewhat disappointing to use with their Flow Graph tool which is supposed to make your coding much easier. It only generated C++ code that could not be compiled. Good luck in trying to decipher it as well.
With this decent book, I got a better handle on the Standard C++ Threading library which gave me proper foundation in how to build out a high speed algorithm trading system. There are so many items to consider which this book covers. As a result, I made a 30+ minute video describing what is entailed in understand the importance of multi-threading in a C++ environment.
Check out my 30+ minute video here
One big weakness I found with this book is that the coding samples were not complete. I was fortunate enough to find a GitHub repository which showed how to use the coding samples in this book.
Watch my video tutorial here
I would also like to mention I am thinking of doing a variety of ‘make up classes’ to make up for the missed tutorials in my Future/Options strategy. This includes critical topics of:
Options on futures
Options examples continue
Additional Options concepts with comparison to Futures
Option pricing more examples
Call put parity
Coding samples will be offered in a combination of Python and C++.
I will need to do this on a Saturday only so I am trying to find out if those want it on Jan 14 or Jan 21. This will need to start early 9AM EDT. Let me know what works for you.
This will be available to all my Quant ELITE members.
Not a member, join now!
P.S. If you are interested in this mini workshop, I would strongly recommend to jump on this AS SOON AS POSSIBLE to properly prepare for these topics if you are unfamiliar with them.
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