Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Book Overview & Buying Developing High-Frequency Trading Systems
  • Table Of Contents Toc
  • Feedback & Rating feedback
Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

By : Sebastien Donadio, Sourav Ghosh, Romain Rossier
4.2 (19)
close
close
Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

4.2 (19)
By: Sebastien Donadio, Sourav Ghosh, Romain Rossier

Overview of this book

The world of trading markets is complex, but it can be made easier with technology. Sure, you know how to code, but where do you start? What programming language do you use? How do you solve the problem of latency? This book answers all these questions. It will help you navigate the world of algorithmic trading and show you how to build a high-frequency trading (HFT) system from complex technological components, supported by accurate data. Starting off with an introduction to HFT, exchanges, and the critical components of a trading system, this book quickly moves on to the nitty-gritty of optimizing hardware and your operating system for low-latency trading, such as bypassing the kernel, memory allocation, and the danger of context switching. Monitoring your system’s performance is vital, so you’ll also focus on logging and statistics. As you move beyond the traditional HFT programming languages, such as C++ and Java, you’ll learn how to use Python to achieve high levels of performance. And what book on trading is complete without diving into cryptocurrency? This guide delivers on that front as well, teaching how to perform high-frequency crypto trading with confidence. By the end of this trading book, you’ll be ready to take on the markets with HFT systems.
Table of Contents (16 chapters)
close
close
1
Part 1: Trading Strategies, Trading Systems, and Exchanges
5
Part 2: How to Architect a High-Frequency Trading System
10
Part 3: Implementation of a High-Frequency Trading System

Exploring HFT with cryptocurrencies

In this section, we will describe the differences between HFT in cryptocurrencies and HFT in traditional assets. There are many other resources on crypto-assets, such as Packt's Complete Cryptocurrency and Blockchain Course (video) written by Ravinder Deol, Rob Percival, and Thomas Wiesner (https://www.packtpub.com/product/data/9781839211096). We will focus on the HFT in crypto by explaining how transactions work and how the exchange works to build low-latency transactions in this area. Cryptocurrencies have been getting into the trading world since Bitcoin became a major value on the crypto market. More and more companies got attracted by the benefit of trading cryptocurrencies. Like any other assets, hedge funds and trading firms started building HFT systems for digital assets.

What is crypto?

Cryptocurrencies are digital assets that are produced with the use of computer networking software. This computer network is not reliant on any...

Unlock full access

Continue reading for free

A Packt free trial gives you instant online access to our library of over 7000 practical eBooks and videos, constantly updated with the latest in tech

Create a Note

Modal Close icon
You need to login to use this feature.
notes
bookmark search playlist font-size

Change the font size

margin-width

Change margin width

day-mode

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Delete Bookmark

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete

Delete Note

Modal Close icon
Are you sure you want to delete it?
Cancel
Yes, Delete

Edit Note

Modal Close icon
Write a note (max 255 characters)
Cancel
Update Note

Confirmation

Modal Close icon
claim successful

Buy this book with your credits?

Modal Close icon
Are you sure you want to buy this book with one of your credits?
Close
YES, BUY