Optimization Resources from HFT

Optiver

Carl Cook

  • Pacific++ 2017: Carl Cook “Low Latency C++ for Fun and Profit”
  • CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
  • The Speed Game: Automated Trading Systems in C++ - Carl Cook - Meeting C++ 2016

David Gross

  • Trading at light speed: designing low latency systems in C++ - David Gross - Meeting C++ 2022
  • When Nanoseconds Matter: Ultrafast Trading Systems in C++ - David Gross - CppCon 2024

JANE STREET

Other Relevant Talks

Building Low Latency Trading Systems

Reference

Optiver의 Low Latency Tech 강연