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Low Latency Trading Insights

Henrique Bucher, Jordan Bucher
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Fresh insights on low latency and high frequency trading. Mostly new relevant technology, C++, FPGA, Verilog, tutorials, short notes and of course, rants. Problem subscribing? Try https://lucisqr.lemonsqueezy.com/buy/c78e2dd6-81c0-44cd-bfa3-13db7158a050

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Issues316Founded4 years agoLast Issue36 hours ago
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Latest Issues

Your AVX-512 GCD Isn't Slow. Your Benchmark Is.

A reader sent me a small experiment. He had written a binary GCD that computes eight uint64_t greatest common divisors at once, packed into one __m512i, and benchmarked it against calling the scalar GCD eight times. The expectation was some...

36 hours ago

The Most Useful Pointer the STL Never Shipped

Lay the three side by side: unique_ptr is eight bytes and cannot share. shared_ptr shares and charges you sixteen bytes, a second allocation, a virtual control block, and a mandated atomic on every copy, which is why I called it armed and d...

3 days ago
2

Armed and dangerous: std::shared_ptr<T> considered harmful

A few years ago I was looking at some performance graphs and I got surprised to see that I got a huge performance hit when replaced my homegrown smart pointer with the STL std::shared_ptr and kept wondering why since these should be mostly...

5 days ago
1

Better Descriptive Statistics for Low-Latency Profiling

Many C++ developers have a pretty good idea about measuring micro-events - but if they don’t, we wrote another article just about that a few months ago: Microbenchmarking is tricky! But even when they know how to micro-benchmark, they often...

7 days ago
1

BOLT After PGO: A 4% Win That Used to Be a 30% Loss!

If you liked it, here is another one! This article deals with how optimizations heavily depend on the hardware assets being available at compile time.

BOLT After PGO: A 4% Win That Used to Be a 30% Loss!

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9 days ago

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  • Henrique Bucher

    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

  • Jordan Bucher
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