Study note
C++ Design Patterns for Low-latency Applications Including High-frequency Trading
Properties
- Type
- Blogs
- Status
- 待读
- Domain
- Quant
- Category
- 市场微观结构、交易制度与执行
- Source
- arxiv.org
- Vault note
library/articles/quant/C++-Design-Patterns-for-Low-latency-Applications-Including-High-frequency-Tradin-bcf008bf3e66d095.md
Summary
总结低延迟 C++ 应用与高频交易中的设计模式,涉及缓存预热、无锁通信、constexpr、Disruptor 和基准测试。
Highlights
将语言级优化与交易系统案例结合,适合从工程角度理解延迟预算。
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