From the languages.. I've worked with lots of quants and they all rave about R!
Yeah..the aggregator is where you get done in both cost and latency. The prop shops and hedge funds pay through the nose for that stuff so unless you come packing a little capital, true HFT is an issue.
On the middleware, not really.. so you would have a market data component that will be pushing stuff to various components (real time risk, the pricer, and the trading engine). The disruptor sits on the 'in' queue to those components.. the middleware is what pushes messages between instances running on the same/different machines.
Yeah..the aggregator is where you get done in both cost and latency. The prop shops and hedge funds pay through the nose for that stuff so unless you come packing a little capital, true HFT is an issue.
On the middleware, not really.. so you would have a market data component that will be pushing stuff to various components (real time risk, the pricer, and the trading engine). The disruptor sits on the 'in' queue to those components.. the middleware is what pushes messages between instances running on the same/different machines.
Hope that helps :)