CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
CppCon · 60:07 · Watch on YouTube
A C++ developer at Optiver explains how market-making HFT systems win by being picoseconds faster on a rarely-executed hotpath, and why that requires cache-friendly, branch-free code plus rigorous production-like meas...