High-Performance Trading Systems in C++
CppCon · Talk · 1 h 0 min · 2017 · YouTube title: CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
Why it's here
HN repeatedly points people to it as the best overview of low-latency trading engineering.
What it covers
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.