C++11 for Hedge Fund Traders and Investment Bankers: Concurrency and Multithreading With C++11 for Thread Management & Data Sharing Between Threads (Presentation Slides)

Abstract

This C++11 Research Note advances applied understanding about ‘Real’ Multi-threading & Concurrency Control (M&C) for C++ and Reasons for its Adoption particularly in the context of latency minimization needs of Hedge Funds, Investment Banks, and, Trading Desks. The Research Note provides a background into the advancement of the New Paradigm of the C++11 Standard beyond C++ and explains how the 'New Paradigm' is relevant to the needs of Hedge Funds, Investment Banks, and, Trading Desks. From a Systems Programming perspective, it focuses on How the C++11 Standard addresses Multi-threading & Concurrency Control and related constraints of the C++ programming language. Specifically, it provides an overview of the C++11 Multi-threading & Concurrency Control Thread Management Capabilities as well as Data Sharing Capabilities. Motivated by the underlying Boost Thread Library that underpinned the C++11 advancement, it shares specific C++11 M&C capabilities as documented by the key initiator and keeper of that library who also serves on multiple C++ and related standards committees. In addition, it also provides some perspective from other key innovators who have contributed to the original C++ programming language as well as to the C++11 advancements.

Keywords: C++11, C++, Hedge Funds, Investment Banks, Trading, Pricing, Risk Management, Multi-Threading, Concurrency Control, Programming, Programming Languages