Making a trading system "fast" cannot be an afterthought. While low latency programming is sometimes seen under the umbrella of "code optimization", the truth is that most of the work needed to achieve such latency is done upfront, at the design phase. How to translate our knowledge about the CPU and hardware into C++? How to use multiple CPU cores, handle concurrency issues and cost, and stay fast?
In this talk, David Gross, Auto-Trading Tech Lead at global trading firm Optiver will share industry insights on how to design from scratch a low latency trading system.