Writing and Testing High Frequency Trading Engines talk at JavaOne

My first talk at JavaOne went as well as I could hope.  We started 5 minute early as the room was full. My apologies to those turned away, I wouldn't have minded a larger room.  There were still many questions after we were moved out of the room.

The slides for the presentation is here.

Writing and Testing High Frequency Trading Engines in Java

The code for the libraries mentioned is here


and in particular the demo source is available here


To run the demo I started

java -Xmx32m -verbose:gc vanilla.java.processingengine.PEMain 

and then

java -Xmx32m -verbose:gc vanilla.java.processingengine.GWMain 1 false

The presentation was recorded an I will let you know the link to it as soon as I do.


  1. Could you please share the link to the recording? Thanks for your wonderful insights provided.

  2. The presentation video can be found here: http://www.parleys.com/share_channel.html#play/52503e29e4b0c4f11ec57647/about

    If the video seems reluctant to start playing, try moving the slider to take you forward a little - once you can see Peter’s slides, you can pull the slider back to the beginning and watch it from the start.


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