CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”
5 人推荐 · 跨 6 个月 · 2017–2025
中文导读
顶级做市商 Optiver 的 Carl Cook 详解如何用 C++ 打造高频交易（HFT）系统。他聚焦“关键路径触发极少但必须极致迅速”的苛刻场景，全景拆解了规避主存访问、减少 cache miss 以及保障确定性低延迟的核心技术手段。
为什么 HN 推它
只要 HN 出现低延迟交易或极端性能优化的讨论，这期视频必被列为首选入门全景图，兼具实战落地与工程深度。
「这几场演讲能带你真正推开那个世界的大门。」HN 网友原话：Here are some talks that will give you a small overview into that world
英文原摘要（HackerTube / Claude 整理）
Optiver's Carl Cook explains how to build high-frequency trading systems in C++, where the critical path runs rarely but must be extremely fast. He covers techniques for low and predictable latency, including avoiding main memory and cache misses.
HN repeatedly points people to it as the best overview of low-latency trading engineering.
HN 上的提及
he provides some interesting theoretical points along the way that might be advantageous to you
Here is a guy from optiver talking about their process at CppCon
Here are some talks that will give you a small overview into that world
You might i.e. check out talks like [0].