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CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

CppCon

CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

Optiver's Carl Cook explains how to build high-frequency trading systems in C++, where the critical path runs rarely but must be extremely fast. He covers techniques for low and predictable latency, including avoiding main memory and cache misses.

HN repeatedly points people to it as the best overview of low-latency trading engineering.

10 Hacker News mentions · 2017–2025

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