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C++ or Java, which is faster for high frequency trading? (javacodegeeks.com)
11 points by javacodegeeks on July 30, 2011 | hide | past | favorite | 5 comments



If you have a typical Java programmer and typical C++ programmer, each with a few years experience writing a typical Object Oriented Program, and you give them the same amount of time, the Java programmer is likely to have a working program earlier

Citation seriously needed. That's more dependent on the programmers and environmental factors than it is the language.

Also, what is a "typical" object oriented program?

Java is faster to market so you can take advantages of changes in the market/requirements.

Again, really, you need something to back this up.

Overall a poorly written article that read as one giant "yay Java" opinion piece, poorly masked as a real study.


'High Frequency Trading' is a blanket term, encompassing all trades whose holding period is less than a day.

For 'Ultra Low Latency Trading', its all C/Assembly/custom cards.

For non-ULL HFT (such as information arbitrage or many traditional quantitative trades), the performance penalty of java is negligible compared to the development and tweaking costs. And certainly there's a whole crowd of people who believe that java development is faster than c++ dev. However, in this domain, nowadays Python performs well enough to use


-Neither language, it is the algorithm that is (physically) located closest to the internet backbone. Microsecond delays from travelling a mile make a huge difference.

-Who says OOP is the best way to write a HFT algorithm?

-Being first to market doesn't mean you will gain the upper hand. If your poorly planned algorithm loses all your money, well, doesn't matter how often you can tweak it...

In terms of substance this article is all fluff.


It's not terribly clear what the relation is between this and the source article... guest post?

OT, I'd love to hear what people think of RTSJ for the problem space in general.


The answer is Verilog.




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