Notes on trading systems and low-latency C++: OS and CPU tuning (affinity, NUMA, interrupts), memory and concurrency, compiler and micro-architecture optimizations, performance methodology, and applied topics such as order books, protocols, and data pipelines.
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- English — trading-system-notes-English.md
- Chinese — trading-system-notes-Chinese.md
Repository: github.com/zzxscodes/trading-system-notes
- Sourav Ghosh — Building Low Latency Applications with C++
- Agner Fog — Optimizing Software in C++
- Denis Bakhvalov — Performance Analysis and Tuning on Modern CPU
- Henry S. Warren Jr. — Hacker's Delight