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CppCon 2017: Carl Cook “When a Microsecond Is an Eternity: High Performance Trading Systems in C++”

CppCon · talk · Watch on YouTube

Software performance & optimizationC, C++, Rust, Go & systems languages

What it is

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.

Why Hacker News recommends it

HN repeatedly points people to it as the best overview of low-latency trading engineering.

  • 5 people recommended it
  • 6 different months
  • 0 strong recommendations
  • first 2017, last 2025

What HN commenters said

  1. “he provides some interesting theoretical points along the way that might be advantageous to you”

    Optimizing HFT code with theoretical points useful beyond C++

    log_base_login, 2017-11 · Recommendation · in “Coders who trade: Wall Street designs its staff for the future”

  2. “Here are some talks that will give you a small overview into that world”

    Overview of the low-latency trading world

    pjmlp, 2020-05 · Recommendation · in “Ask HN: What programming skills are required by HFT or Trading firms”

  3. “You might i.e. check out talks like [0].”

    Talk on bare-metal performance concerns

    jeffreygoesto, 2020-11 · Recommendation · in “Ask HN: Am I too late for the “Data Science” wave?”

  4. “Here’s a good talk on the reasons for and limits of using C++ for low latency systems”

    Reasons for and limits of using C++ for low latency

    vgatherps, 2020-11 · Recommendation · in “Java is better than C++ for high speed trading systems”

  5. “I'd also recommend any of Carl Cook's talks”

    Carl Cook's talk on low-latency trading

    benreesman, 2022-08 · Recommendation · in “Understanding Jane Street”

Excerpts from Hacker News comments, linked to the originals. Summaries and labels were written by a language model from those comments.

Topics: c++, hft, performance, cache optimization, cppcon

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