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1
Introduction
2
Why this talk
3
C jobs in trading
4
Who am I
5
Can you trade
6
What do you trade
7
Why is it electronic
8
Types of people trading
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Types of businesses
10
Vocabulary
11
Continuous Matching
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Order Group
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Code
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Conclusions
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Market Making
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Asset Management
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Network
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Multicast
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Data
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Over complexity
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Decimal numbers
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Scale Integers
23
Price
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Edge
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Price Prediction
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Fair Prices
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Momentum
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Statistical Correlation
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Derivatives
30
Options
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Execution
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Fairness
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Randomness
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Pickoff
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Priority
Description:
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.

C++ Electronic Trading for Cpp Programmers

ACCU Conference
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