Designing, Building and Testing Deterministic HFT Systems(英文演讲)

所属专题:高频交易系统设计

所属领域: 高频交易

嘉宾 : Peter Lawrey | Chronicle Software CEO

会议室 : 百宴厅2

讲师介绍

专题演讲嘉宾:Peter Lawrey

Chronicle Software CEO

Peter Lawrey is CEO of Chronicle Software which has several Tier 1 banks as clients.Java Champion with the most answers for Java and the JVM on stackoverflow.com Architect of low latency Java trading libraries downloaded 17 million times in 2018.

Peter Lawrey 是 Chronicle Software 公司的 CEO,多家全球顶级银行是他的客户。同时,他还是一位 Java Champion,其在全球最大的程序设计领域问答网站 stackoverflow.com 的 Java 与 JVM 相关问题中的回答数量居首位。同时,他还是一名架构师,设计了低延迟 Java 交易库,该库在 2018 年获得了 1700 万的下载量。

议题介绍

地点:百宴厅2
所属专题:高频交易系统设计
所属领域:
高频交易

演讲:Designing, Building and Testing Deterministic HFT Systems(英文演讲)

Trading systems need to respond to events in real time as they happen.

In this talk, I look at how trading systems are design to support micro-second latency micro-services, how they are combined to construct trading systems such as OMS (Order Management Systems), pricers or hedgers.

As the smallest error can result in significant financial loss, how do we build up tests, which can be understood by the business, to cover a wide range of possible scenarios.

交易系统需要在事件发生时实时做出响应。在本次演讲中,我将介绍可支持微秒延迟微服务的交易系统是如何设计的,以及如何将它们结合起来,构建 OMS(订单管理系统)、价格或套期保值工具这样的交易系统。

哪怕是最小的错误也有可能导致巨额的损失。我还将介绍如何进行测试,让它涵盖各种可能的场景,容易被业务部门理解。

 

 

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