Better Descriptive Statistics for Low-Latency Profiling

Many C++ developers have a pretty good idea about measuring micro-events - but if they don’t, we wrote another article just about that a few months ago: Microbenchmarking is tricky! But even when they know how to micro-benchmark, they often fail to collect, store, and interpret them properly!

In this post, I will give you an implementation of a better container to collect micro-events that is self-adapting to the data and particularly useful to the tasks we deal with in low-latency trading.

https://hftuniversity.com/post/better-descriptive-statistics-for-low-latency-profiling

#cpp #cplusplus #programming #hft