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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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Latest Issues

Is nullptr Zero?

Three things are hiding inside that question, and they have different answers. nullptr as a value is zero in the only sense the language cares about. nullptr as a type is emphatically not zero. And nullptr as a bit pattern sitting in a regi...

6 days ago
2

Seven Pieces to Read Before the Concurrency Interview

Full article:

https://hftuniversity.com/post/seven-pieces-to-read-before-the-concurrency-interview

8 days ago
2

Glaze 7.2: The Fastest C++ Serializer You’re Not Using

A new serialization library shows up on r/cpp every few months promising zero-boilerplate, blazing speed, and universal format support. Most of them die quietly after the first real project tries to use them. Glaze 7.2 is different — the pe...

10 days ago
2

I Love Bloom Filters. I've Never Used One.

The most elegant data structure I know, and why a low-latency hot path measures it out of the design every single time.

There is a particular kind of beauty in a Bloom filter. You hand it a key, it sets a few bits. You ask it later whe...

10 days ago
1

Ranking the 18 C++ Challenges by What They Are Worth in an Interview

The dispatch loop inside the Challenge 01 benchmark, the part that pulls the next event and calls into your code, costs about 12.6 cycles per operation on the certified box. The best solution anybody has ever submitted scores 14. So the who...

11 days ago
3
2

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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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