Viewing profile — JedMartin

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You would change the rules, but I think the result would largely remain the same. As a market participant with the fastest access to data from other markets, news, and similar sour…

IntelligentCross Midpoint (a darkpool) is a better example, since it actually does matching periodically every couple of milliseconds [1]. IEX just introduces additional latency fo…

It's actually the other way around. As a big fund looking to trade a large number of shares in the public market, you'll quickly realize that the market tends to move away from you…

I have absolutely no idea how this works in Java, but in C++, there are a few reasons you need std::atomic here: 1. You need to make sure that modifying the producer/consumer posit…

It's not easy to get data structures like this right in C++. There are a couple of problems with your implementation of the queue. Memory accesses can be reordered by both the comp…

The most benefit comes from the fact that you end up with a lot less TLB misses, since single mapping covers a large chunk of memory. Predictable memory access pattern helps with c…

Thanks, cool stuff. Especially liblppreload.so described in [2] and [3]. I'll give it a try. Do you have any tips how to achieve the same for the stack?

The part about getting everything into hugepages sounds interesting. Any idea where can I find some resources on that? Most of what I was able to find only tell you how to do that …