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Twelve Pieces to Read Before the Language Interview
Part four of six: the reading behind each segment of a senior C++ HFT loop.
The language round is shallow questions that sound deep, and the opening is to answer what was asked and then say something true the question did not anticipate....
The Field Guide to Bump Allocators, From Alexandrescu to libc++
Allocating a 64-byte object, measured on an isolated Threadripper core: malloc 247 cycles, std::pmr 12.8, a hand-rolled bump-up arena 2.9, bump-down 1.9.
Most writing about bump allocators obsesses over the gap between the last two numbers...
Why I Wrote Volume 2 of Low Latency Trading Insights
In September I counted what I had published since Volume 1 came out in January: 140 posts, 405,000 words. Forty-eight articles had experiment code beside them. Forty-two had a file, written before the run, stating what I expected.
Set besi...
Low Latency Trading Insights, Volume 2 is out in paperback.
“Pass small structs by value.” “A computed goto beats a switch.” “Turn the prefetchers off.”
The book takes thirteen rules low-latency engineers repeat and measures them on eight machines. The same code keeps returning opposite verdicts. O...
Low Latency Radar: Sep 28-Oct 4, 2026
Each week we scan roughly 70 curated sources - toolchain feeds, practitioner blogs, exchange rule filings - and surface the items a working low-latency engineer would want to catch.
The week’s headline arrived September 30: the EDG C/C++ f...
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Authors
The writers behind this newsletter.
I earned MSc, PhD in Structural Dynamics, with emphasis in supercomputing. Switched to high frequency trading at Citadel in early 2000s. I work mostly with trading applications. LightQR Suite: www.vitorian.com
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