Developing High-Frequency Trading Systems, 9781803242811
Paperback
Code your way to market dominance: build blazing-fast trading systems.

Developing High-Frequency Trading Systems

learn how to implement high-frequency trading from scratch with c++ or java basics

$155.22

  • Paperback

    320 pages

  • Release Date

    17 June 2022

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Summary

Master High-Frequency Trading: Build Ultra-Low Latency Systems with Java, C++, and Python

Description:

Use your programming skills to create and optimize high-frequency trading systems in no time with Java, C++, and Python

Key Features

  • Learn how to build high-frequency trading systems with ultra-low latency
  • Understand the critical components of a trading system
  • Optimize your systems with high-level pro…

Book Details

ISBN-13:9781803242811
ISBN-10:1803242817
Author:Sebastien Donadio, Sourav Ghosh, Romain Rossier
Publisher:Packt Publishing Limited
Imprint:Packt Publishing Limited
Format:Paperback
Number of Pages:320
Release Date:17 June 2022
Weight:606g
Dimensions:235mm x 191mm
About The Author

Sebastien Donadio

Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.

Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in São Paulo, Brazil. He holds a master’s in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing.

Romain Rossier brings 19+ years of experience mostly as a Software Architect in the financial industry, specializing in low latency, high performance java software design and development. He is currently the Chief Architect for the HCTech FX Proprietary Trading engine. He also built and led the software development team at HCTech, where he oversaw and developed the HFT platform architecture for FX, Futures and Fixed Income. Prior to HCTech, Romain was Director of the Currenex lab where he led the team responsible for the development of the Currenex Intelligent Pricing System. Romain holds a Master of Science in Communication Systems from the Swiss Federal Institute of Technology in Lausanne.

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