Hands-On C++ for Low-Latency Trading Systems: Build Real-Time, High-Performance Infrastructure from the Ground Up

By Henry Lucas

Hands-On C++ for Low-Latency Trading Systems: Build Real-Time, High-Performance Infrastructure from the Ground Up

Build the kind of systems Wall Street trusts. Whether you're an experienced C++ developer or a systems engineer breaking into financial technology, this hands-on guide gives you the practical skills and in-depth understanding needed to architect and implement ultra-fast, low-latency trading infrastructure.

This book cuts through theory and delivers real-world techniques used in elite trading firms. From optimizing memory access patterns to minimizing network and I/O latency, you'll learn how to squeeze every microsecond out of your code. With a strong focus on C++ performance engineering, lock-free programming, and hardware-aware design, you'll master the building blocks of high-frequency and algorithmic trading systems.

Inside, you'll discover:

Proven strategies for achieving nanosecond-level performanceReal-time system design patterns, event queues, and lock-free data structuresPractical guidance on socket programming, UDP/TCP tuning, and kernel bypass (DPDK, io_uring)Techniques for profiling, benchmarking, and fine-tuning C++ code for extreme throughputConcepts like multicore affinity, busy waiting, cache locality, and hardware prefetchingEnd-to-end project: build a simplified matching engine and market data handler from scratch

Written in a concise, example-driven style, Hands-On C++ for Low-Latency Trading Systems gives you the tools to confidently design and implement mission-critical software where every nanosecond counts.

Whether you're targeting proprietary trading, market making, or financial exchanges, this book puts you in control of the performance edge.

• Format: Paperback
• Language: English
• ISBN: B0FJ8B6Y1Z
• ISBN13: 9798293310678
• Release Date: July 2025
• Publisher: Independently Published
• Length: 132 Pages
• Weight: 0.43 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"