Performance-Critical Trading Systems
The reader will learn to design and implement low-latency trading systems in C++, covering market data processing, order management, matching engine internals, risk checks, and performance optimization techniques used by professional quant firms.
Modern C++ for trading, lock-free data structures, memory pools, FPGA-aware design patterns, market data parsing (FIX, binary protocols), order management systems, matching engine design, strategy frameworks, risk engines, latency measurement, profiling, and optimization.
A low-latency trading system with market data handler, order management system, strategy engine, and risk gateway — benchmarked and profiled for sub-microsecond hot paths.
