Building Low Latency Applications with C++. Develop a complete low latency trading ecosystem from scratch using modern C++

Sourav Ghosh

C++ is meticulously designed with efficiency, performance, and flexibility as its core objectives. However, real-time low latency applications demand a distinct set of requirements, particularly in terms of performance latencies.With this book, you’ll gain insights into the performance requirements for low latency applications and the C++ features critical to achieving the required performance latencies. You’ll also solidify your understanding of the C++ principles and techniques as you build a low latency system in C++ from scratch.You’ll understand the similarities between such applications, recognize the impact of performance latencies on business, and grasp the reasons behind the extensive efforts invested in minimizing latencies. Using a step-by-step approach, you’ll embark on a low latency app development journey by building an entire electronic trading system, encompassing a matching engine, market data handlers, order gateways, and trading algorithms, all in C++. Additionally, you’ll get to grips with measuring and optimizing the performance of your trading system.By the end of this book, you’ll have a comprehensive understanding of how to design and build low latency applications in C++ from the ground up, while effectively minimizing performance latencies.

Developing High-Frequency Trading Systems. Learn how to implement high-frequency trading from scratch with C++ or Java basics

Sebastien Donadio, Sourav Ghosh, Romain Rossier

The world of trading markets is complex, but it can be made easier with technology. Sure, you know how to code, but where do you start? What programming language do you use? How do you solve the problem of latency? This book answers all these questions. It will help you navigate the world of algorithmic trading and show you how to build a high-frequency trading (HFT) system from complex technological components, supported by accurate data.Starting off with an introduction to HFT, exchanges, and the critical components of a trading system, this book quickly moves on to the nitty-gritty of optimizing hardware and your operating system for low-latency trading, such as bypassing the kernel, memory allocation, and the danger of context switching. Monitoring your system’s performance is vital, so you’ll also focus on logging and statistics. As you move beyond the traditional HFT programming languages, such as C++ and Java, you’ll learn how to use Python to achieve high levels of performance. And what book on trading is complete without diving into cryptocurrency? This guide delivers on that front as well, teaching how to perform high-frequency crypto trading with confidence.By the end of this trading book, you’ll be ready to take on the markets with HFT systems.

Hands-On Financial Trading with Python. A practical guide to using Zipline and other Python libraries for backtesting trading strategies

Jiri Pik, Sourav Ghosh

Creating an effective system to automate your trading can help you achieve two of every trader’s key goals; saving time and making money. But to devise a system that will work for you, you need guidance to show you the ropes around building a system and monitoring its performance. This is where Hands-on Financial Trading with Python can give you the advantage.This practical Python book will introduce you to Python and tell you exactly why it’s the best platform for developing trading strategies. You’ll then cover quantitative analysis using Python, and learn how to build algorithmic trading strategies with Zipline using various market data sources.Using Zipline as the backtesting library allows access to complimentary US historical daily market data until 2018. As you advance, you will gain an in-depth understanding of Python libraries such as NumPy and pandas for analyzing financial datasets, and explore Matplotlib, statsmodels, and scikit-learn libraries for advanced analytics.As you progress, you’ll pick up lots of skills like time series forecasting, covering pmdarima and Facebook Prophet.By the end of this trading book, you will be able to build predictive trading signals, adopt basic and advanced algorithmic trading strategies, and perform portfolio optimization to help you get —and stay—ahead of the markets.

Learn Algorithmic Trading. Build and deploy algorithmic trading systems and strategies using Python and advanced data analysis

Sebastien Donadio, Sourav Ghosh

It’s now harder than ever to get a significant edge over competitors in terms of speed and efficiency when it comes to algorithmic trading. Relying on sophisticated trading signals, predictive models and strategies can make all the difference. This book will guide you through these aspects, giving you insights into how modern electronic trading markets and participants operate.You’ll start with an introduction to algorithmic trading, along with setting up the environment required to perform the tasks in the book. You’ll explore the key components of an algorithmic trading business and aspects you’ll need to take into account before starting an automated trading project. Next, you’ll focus on designing, building and operating the components required for developing a practical and profitable algorithmic trading business. Later, you’ll learn how quantitative trading signals and strategies are developed, and also implement and analyze sophisticated trading strategies such as volatility strategies, economic release strategies, and statistical arbitrage. Finally, you’ll create a trading bot from scratch using the algorithms built in the previous sections.By the end of this book, you’ll be well-versed with electronic trading markets and have learned to implement, evaluate and safely operate algorithmic trading strategies in live markets.