Live Webinar

C++ and Python for Algorithmic Trading

Hosted by
Antony Peacock

Antony Peacock

Low latency trading expert and voting member of ISO C++ Standards Committee

Rainer Grimm

Rainer Grimm

Renowned C++ and Python trainer, author and mentor at Modernes C++

Richard Hickling

Richard Hickling

Trading and risk technology expert and Co-Founder at ProfitView

Talk 1: Python & C++ are relied on extensively within trading. On many occasions, these tools are used collaboratively to access the best aspects of both languages while overcoming the downsides of using one language in isolation. In our first talk Antony will discuss a range of use cases for mixing languages within the trading industry while discussing how the use of 2 languages provides a solution greater than the sum of its parts.

Talk 2: Python is very communicative. It is effortless to call C++ functionality from Python. Extending allows you to offload performance-critical parts of your program to C++, reuse C++ functionality directly, or overcome the GIL (global interpreter lock) in Python. In our next talk Rainer will show various techniques to talk to C++ from Python: the ctypes library, a native approach, and the interface generators SWIG, and pybind11.

Talk 3: Backtesting is a vital part of serious algo trading. To backtest effectively a significant quantity of market and trading data needs to be stored and replayed. This is one of the main use-cases of the Parquet columnular file format, since it is quick to both write and retrieve from storage. In our final talk Richard will show end-to-end how C++ can be used to rapidly retrieve Parquet trading data and then be combined with Python to display the results.

As always, at the end of the talks there will be plenty of time for questions from the audience, so please do stay and post any questions you have on the live Q&A panel.

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