Ehsan Hajyasini's Learning Journal

Insights into Trading System Dynamic

An Extensive look into the performance profile of the Deutsche Börse’s T7® trading system.

  • latency exchange

Debugging Performance

This is a great performance debugging tale in LMAX Exchange posted on James Byatt’s blog. It deals with page faults and digs deep using system tracing and performance tools.

  • latency

Reducing System Jitter

“CPU isolation and thread affinity are powerful tools that can help reduce runtime jitter introduced by the OS scheduler. Linux tracing tools such as perf_events are invaluable for inspecting the state of running processes when determining sources of jitter. For low-latency applications, orders-of-magnitude reductions in jitter can be achieved by applying these techniques.”
– From Mark Price’s Personal Blog He was part of the LMAX Exchange team. His blog contains a multitude of greate performance oriented posts.

  • latency

Java JVM GC Analysis

A host of GC Analysis Tools
GC Easy
JMC
GCGC
Heapothesys

  • java latency

JVM and Exchanges

Efficient Architectures for Low Latency and High Throughput Trading Systems on the JVM

  • exchange latency

Arbitage and Latency In Exchanges

Every microsecond is important in exchanges. So they are willing to spend millions of dollors on minimizing it. The $300 Million Cable Between New York and Chicago

  • exchange latency

Haskell

It is quite easy to get a grasp on it if you have prior exprience with functional languages such as perl. There is this video which covers a lot of material. It also refrences this book.

  • programming-languages functional

French Mother Sauces

There are 5 main french sauces: Espagnole, Velouté, Tomato, Béchamel, Hollandaise (Mayonnaise)
Everything else is considered a derivative (daugther sauce).
Alex (the french guy) has a great series on them.
There is also this Wikipedia page.

  • culinary sauces