C++ Ultra-Low Latency Framework
Crossplatform (Windows, Linux, Mac OS) algo-trading framework. Can be compiled under RTOS (Real Time OS) to guarantee low interrupt latency.
Fast backtesting speed / Ultra-Low live trading latency. 5 million events per second processing speed on i7 CPU imply 0.2 microsecond (200 nanosecond) latency.
Parallel multicore optimization. Cloud/cluster optimization. 35 million events per second optimization speed on i7 CPU with 4 physical (8 logical) cores.
Native C++ (inlines, compiler/linker optimization, etc.).
Object pools, ring buffers, non-locking event queues, atomic operations for multithreading, custom memory management and garbage collector.
Inherits the best of SmartQuant C# framework. Allows rewriting critical parts from scratch taking into account ten years of (negative and positive) C# framework development and usage experience.
Uses powerful scenario mechanism.