Performance impact of split locks
The x86-64 architecture allows unaligned memory access. It even allows for atomic operations on data split across two cache lines. Read more...
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C++ Best Practices
Opinionated C++ one page best practices guide. Adapt according to your project’s requirements. Read more...
Estimating order queue position
When developing algorithmic trading strategies for FIFO markets it is beneficial to know our orders queue position in the order book. Read more...
Designing a high performance market data feed handler
The feed handler is one of the most important component of any algorithmic trading system. Read more...
Efficient rolling statistics with NumPy
When working with time series data with NumPy I often find myself needing to compute rolling or moving statistics such as mean and standard deviation. Read more...
Erlang Latency Guide
Introduction Latency is a tricky subject, sometimes it's not even clear what or how to measure it. Read more...
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