Low-Latency Trading Systems in C++ - Templated Meta-State Machines in HFT

Low-Latency Trading Systems in C++ - Templated Meta-State Machines in HFT

Explore an in-depth conference talk on implementing template meta-state machines for low-latency trading systems in C++. Delve into the world of High-Frequency Trading (HFT) and extreme micro-optimization techniques. Learn about custom containers, data-parallel hashing algorithms, and type-safety restoration through template meta-programming. Examine the efficacy of these techniques through assembler analysis and performance comparisons. Gain insights from Jason McGuiness, an experienced C++ developer with a focus on low-latency and HFT software architectures, as he shares his multi-year investigation into pushing the boundaries of optimization in financial trading systems.