How to Simulate a Low Latency Exchange in C++ - Benjamin Catterall - C++ on Sea 2023

cpponsea.uk/
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How to Simulate a Low Latency Exchange in C++ - Benjamin Catterall - C++ on Sea 2023
Have you ever wanted to know how to develop low latency trading strategies? This talk will go through one of the critical parts of the process: simulating the exchange. These simulations provides researchers with the ability to backtest and evaluate their strategies, helping them gain confidence in their models, better tune the parameters and ultimately select the most profitable strategies. This talk will present the concepts of creating a simulator using C++.
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Slides: github.com/philsquared/cppons...
Sponsored by think-cell: www.think-cell.com/en/
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Benjamin Catterall
I have worked for IMC, a High Frequency Trading company, for the last six years, working for the ETF, Futures and Options desks in both Strategy (Java) and low latency execution (C++) roles. I currently lead the Europe and Brazil execution teams who are responsible for developing and maintaining our low latency trading systems and exchange connectivity for those regions. I graduated from the university of Cambridge with a BA and MEng in Computer Science.
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C++ on Sea is an annual C++ and coding conference, in Folkestone, in the UK.
- Annual C++ on Sea, C++ conference: cpponsea.uk/
- 2023 Program: cpponsea.uk/2023/schedule/
- Twitter: / cpponsea
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UA-cam Videos Filmed, Edited & Optimised by Digital Medium: events.digital-medium.co.uk
#cpp​ #cpponsea​ #cppprogramming

[@maximyanchenko3780]

The gist of the talk: not gonna tell you how, join IMC and learn, we are hiring. Here, I saved you half an hour of your life.

[@lolashodipo549]

Literally the best video I've seen on this topic. Thankyou

[@Bat0u89]

source code?