Introduction In the field of high-frequency trading, every microsecond is worth a fortune. When your trading engine starts to exhibit delays, and orders cannot be completed within milliseconds, market price spreads move quickly, and market makers withdraw quotes, this is not just a technical issue but a direct economic loss. Recently, a trading team encountered … Read more
I greatly benefited from a conversation with a chip expert. One key idea he conveyed to me is that when discussing chips, one must first consider the application scenarios. When talking about GPUs, SoCs, and various chips, it is essential to discuss them in the context of their usage scenarios. For instance, the sudden popularity … Read more
In the realm of high-frequency trading (HFT), milliseconds are too slow, microseconds are competitive, and nanoseconds are victorious. The relentless pursuit of speed drives companies to explore technologies that push the boundaries of performance, determinism, and efficiency. Field Programmable Gate Arrays (FPGAs) are no longer optional in this race—they are the foundation of next-generation trading … Read more
📌 Introduction <span>fin-proto-cpp</span> is an open-source C++ protocol parsing library specifically designed for the financial sector, implementing a low-latency streaming binary protocol codec for the Shanghai Stock Exchange (SSE) and Shenzhen Stock Exchange (SZSE). The project features the following characteristics: ⚡ High-performance encoding and decoding: Processes exchange binary data streams in milliseconds, utilizing a zero-copy … Read more
Previous Articles How Quantitative Models Connect to Real Trading Interfaces The Truth About Free Level-2 (L2) Depth Data in Quantitative Trading The Only Free Compliant Real Trading Quantitative Trading API in China – miniQMT Click the blue text · to follow us Focusing on research in the quantitative trading industry, sharing trading technologies and industry … Read more
Development of Financial Trading Systems in C: High-Frequency Trading and Data Analysis In modern financial markets, high-frequency trading (HFT) is an important field. It relies on complex algorithms and fast data processing capabilities to execute a large number of trades in a very short time. In this article, we will explore how to build a … Read more
What is High-Frequency Trading? How Does High-Frequency Trading Affect the Market? Why Has C++ Become the Preferred Programming Language for High-Frequency Trading Systems? In the financial markets, high-frequency trading (High-Frequency Trading, HFT) has become an undeniable force. High-frequency trading refers to the use of complex algorithms and high-speed computers to conduct a large number of … Read more