Mastering C++ for Ultra-Low Latency: High-Speed Automated Trading Systems
Tue, Jan 06
|https://www.youtube.com/quantlabs
Join QuantLabs for an exclusive deep dive into the architecture of High-Frequency Trading (HFT). Discover why C++ remains the undisputed king of the markets and learn the optimization techniques used by top-tier quant firms to achieve sub-microsecond execution.
Time & Location
Jan 06, 2026, 7:00 PM – 11:00 PM
https://www.youtube.com/quantlabs
Guests
About the event
In the world of automated trading, speed isn't just an advantage—it's the entire game. When execution windows are measured in nanoseconds, the choice of language and the quality of code determine the survival of a strategy.
This webinar, hosted by QuantLabs, explores the intersection of advanced C++ engineering and financial theory. We will move beyond basic syntax to discuss how modern C++ (C++17/20/23) is leveraged to bypass operating system bottlenecks, minimize cache misses, and achieve deterministic performance.
Key Topics Include:
The HFT Stack: Why C++ continues to outperform Rust and Java in the exchange-colocated environment.
Memory Management: Eliminating non-deterministic behavior through custom allocators and memory pooling.
Lock-Free Programming: Implementing high-speed ring buffers and atomic operations for inter-thread communication.