The future of C++ algorithmic trading is a technique from 1958

By Md Shoriful Islam

 The future of C++ algorithmic trading is a technique from 1958

In algorithmic trading, as with every high-performance programming pursuit, each nanosecond counts. Your tick to trade latency is often the deciding factor in getting ahead of your competitors and buying or selling at the best price. As C++ continues to reinvent itself, becoming something of an entirely new language as each tri-yearly release hits the market, one of its most important innovations for algorithmic traders is a technique used as early as 1958: coroutines.


The term coroutines originated with computer Scientist Melvin Conway. It's used to describe the processes of generalizing subroutines in order to prevent context switching. In its infancy, computers that would have cost upwards of millions of dollars when adjusted for inflation today were incapable of handling multiple users. By using coroutines, cooperative multitasking became a possibility. As operating systems have evolved to facilitate such multitasking, coroutines have found their relevance diminished but have found salvation as a niche optimization strategy in code that requires very high levels of performance.

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