Low Latency Trading Insights

Low Latency Trading Insights

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Low Latency Trading Insights
Low Latency Trading Insights
Unsigned Integer to Double Considered Harmful

Unsigned Integer to Double Considered Harmful

A little detail that can hurt your algo performance

Henrique Bucher's avatar
Henrique Bucher
Aug 20, 2022
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Motivation

Converting a 64 bit unsigned integer to double seem to be such a mundane operation that most people just take for granted that the compiler would handle it in a performant way. But ends up …

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