Questions and AGENDA for LIVE Meetup for Which C++ would you use for your number crunching high speed HFT aka high frequency trading?
LIVE MONDAY Dec 22 at 7PM Eastern Standard via GotoMeeting
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Honestly, this gets confusing. Which compiler? Which library/API? Which parallel approach? Which Linux distribution? To .NET or .NOT? Hmmm….let’s talk
Here they are:
1. Who is using C++ for their high speed trading system? What functions within your system?
2. What parts of Boost library are you using and for what purpose?
3. Who still believes in STL? Anyone using C structures or even pointers? How do you handle memory management in an efficient manner?
4. What compilers do you use? Anyone using Visual Studio C++ compiler? Anyone using Intel for speed boost? How about Borland? Anyone preferring GCC/G++? Compatibility issues?
5. What sort of integrated development environment do you use for non Windows? Mac? Linux?
For advanced Higher Frequency Trading (HFT) techniques:
6. Anyone doing any heavy threading/multi concurrency? Which libraries do you use? Fastflow? TBB? OpenMP?
7. For high frequency trading uses: Anyone using any interesting low level techniques for ‘hooking’ into the operating system like the Linux kernel? Low level driver or assembly translation techniques?
8. Anyone using working with brokers within C or C++? i.e. HFT Lime Brokers? Experiences to share?
9. Is there a definitive argument or experience for those that think Java is still get faster performance vs C/C++? What techniques?
10. Anyone using C++ or C for an in memory database for rolling their own solution to handle efficiency of market data ticks? Any techniques to be shared that shows advantages of other solutions (i.e. NOSQL Redis)?
11. Anyone choosing to deploy C or C++ embedded solutions for hardware only options via FPGA or ASIC?
12. Anyone else want to share techniques for HFT purposes that might be known in the public domain?
13. Open ended discussion with full Q&A
More details at:
NOTE: As these topics can be considered ‘trade secrets’, this will NOT be shared in the public domain. It will only be available to my Quant Elite members who are unable to attend this for on video playback basis.
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