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C++ Electronic Trading for Cpp Programmers

Offered By: ACCU Conference via YouTube

Tags

ACCU Conference Courses C++ Courses Quantitative Analysis Courses Memory Management Courses High Frequency Trading Courses

Course Description

Overview

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Explore the world of electronic trading for C++ programmers in this comprehensive conference talk from ACCU 2023. Delve into the intricacies of high-frequency and low-latency trading strategies, demystifying the industry and its unique challenges. Learn about centralized exchanges with continuous matching of limit orders, covering essential topics such as reference and market data, execution, and order book kinematics. Discover how to build low-latency trading programs with optimized thread models, networking, and memory management. Gain insights into quantitative aspects, including matching engine simulation, alpha modeling, slippage, and risk management. Benefit from the expertise of Mathias Gaunard, a lead quantitative developer with extensive experience in telecommunications, scientific computing, and high-frequency trading.

Syllabus

Introduction
Why this talk
C jobs in trading
Who am I
Can you trade
What do you trade
Why is it electronic
Types of people trading
Types of businesses
Vocabulary
Continuous Matching
Order Group
Code
Conclusions
Market Making
Asset Management
Network
Multicast
Data
Over complexity
Decimal numbers
Scale Integers
Price
Edge
Price Prediction
Fair Prices
Momentum
Statistical Correlation
Derivatives
Options
Execution
Fairness
Randomness
Pickoff
Priority


Taught by

ACCU Conference

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