Quant Trading with C++

Name: Quant Trading with C++
Brand: AlgoCracked
Price: 39 USD
Availability: InStock

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.

What you'll master

Beginning of book: low-latency mindset, modern C++ patterns, and memory discipline.

Middle of book: market data, order-book, OMS, and risk integration.

End of book: profiling, optimization, and production hardening with evidence-driven measurement.

Prerequisites

Solid C++ fundamentals (C++17 minimum, C++20 preferred)
Understanding of memory management, templates, and the STL
Basic knowledge of networking (TCP/UDP, sockets)
Familiarity with financial markets and order types

Deep Dive

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.

Final Deliverable

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.