SYS

Systems and low latency

Architecture, C++ and networking as asked at the latency-sensitive firms.

1
Computer architecture
Cache lines, branch prediction, pipelining, SIMD and NUMA.
- 1.1Architecture: caches, branch prediction and SIMD12 min
2
C++ for trading
RAII, move semantics, the cost of virtual dispatch and hot-path allocation.
- 2.1C++ for trading: RAII, moves and what belongs on the hot path12 min
3
Concurrency
Lock-free queues, atomics, memory ordering and false sharing.
- 3.1Concurrency: atomics, memory ordering and lock-free queues12 min
4
Networking
TCP versus UDP, multicast market data, kernel bypass and gap recovery.
- 4.1Networking: multicast market data, kernel bypass and gap recovery12 min
5
Measurement
Latency percentiles versus averages, jitter and benchmarking correctly.
- 5.1Latency, the memory hierarchy and why the tail is the number12 min
6
Order book engineering
Data structures for a limit order book, and throughput versus latency.
- 6.1Order book engineering: data structures and the operations they serve13 min

Computer architecture