C++ for High-Frequency Trading HFT Comprehensive Guide
- Bryan Downing
- Sep 15, 2024
- 3 min read
High-frequency trading HFT demands exceptional performance, precision, and efficiency. C++, with its powerful features and low-level control, has emerged as the language of choice for many HFT professionals. This article delves into the essential aspects of C++ for HFT, offering valuable insights and recommendations for those seeking to excel in this competitive field.
C++: The Foundation of HFT
C++'s ability to provide granular control over memory management, system resources, and execution performance makes it an ideal language for HFT applications. Its efficiency, speed, and flexibility are crucial for building high-performance trading systems that can handle the demanding requirements of real-time market data processing and execution.
C++ Standards: C++17 and Beyond
The C++ language has evolved significantly over the years, with new standards introducing valuable features that enhance its capabilities for HFT. C++17, the current standard, offers improvements in concurrency, generic programming, and performance optimization. HFT developers should be familiar with C++17 features to leverage its benefits effectively.
Looking ahead, C++20 is poised to become a widely adopted standard in the HFT community. Its introduction of concepts, coroutines, and ranges promises to further streamline C++ development and improve code readability and maintainability.
Essential C++ Books for HFT
To master C++ for HFT, it's crucial to have a solid foundation in the language. Several excellent books can guide you through the learning process:
C++17 The Complete Guide by Nicolai Josuttis: A comprehensive reference that covers all aspects of C++17, from fundamental concepts to advanced techniques.
C++ Standard Library by Nicolai Josuttis: A deep dive into the C++ Standard Library, exploring its various components and their applications in HFT.
C++ Core Guidelines by Bjarne Stroustrup and Herb Sutter: A set of guidelines and best practices for writing modern, efficient, and maintainable C++ code.
Programming with C++ Concepts, Coroutines, and Ranges by Andreas F. Fertig: An exploration of the new features introduced in C++20, providing practical examples and insights.
Joining a C++ Programming Group
To enhance your learning experience and connect with other C++ enthusiasts, consider joining a programming group. Brian Downing's upcoming C++ programming group, focused on HFT, offers a valuable opportunity to collaborate, learn from peers, and share knowledge. While the group may be private and require a fee, the benefits of participating in such a community can be substantial.
Conclusion
C++ is an indispensable tool for HFT professionals seeking to build high-performance, efficient, and reliable trading systems. By mastering the language, understanding its standards, and leveraging recommended resources, you can position yourself for success in this dynamic and competitive field.
Video Summary:
The video is about C++ and high-frequency trading (HFT). The speaker, Brian Downing, recommends several books for learning C++ for HFT. He also mentions that he will be starting a new C++ programming group in October.
Here is a summary of the key points from the video:
C++ is the language of choice for HFT.
C++17 is the current standard for HFT.
C++20 is the next version of C++ and is expected to be used more widely in HFT in the future.
There are many good books available for learning C++ for HFT.
Some recommended books include:
C++17 The Complete Guide by Nicolai Josuttis
C++ Standard Library by Nicolai Josuttis
C++ Core Guidelines by Bjarne Stroustrup and Herb Sutter
Programming with C++ Concepts, Coroutines, and Ranges by Andreas F. Fertig
Brian Downing is starting a new C++ programming group in October.
The group will focus on C++ for HFT.
The group will be private and behind a paywall.
I hope this summary is helpful!