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cs.PF2023
C++ Design Patterns for Low-latency Applications Including High-frequency Trading
Paul Bilokon, Burak Gunduz
This work aims to bridge the existing knowledge gap in the optimisation of latency-critical code, specifically focusing on high-frequency trading (HFT) systems. The research culmin…
cs.PF2023
Semi-static Conditions in Low-latency C++ for High Frequency Trading: Better than Branch Prediction Hints
Paul Alexander Bilokon, Maximilian Lucuta, Erez Shermer
Conditional branches pose a challenge for code optimisation, particularly in low latency settings. For better performance, processors leverage dedicated hardware to predict the out…