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Having written plenty of embedded system code myself, I wouldn't want to implement a full-blown application for HFT in C, not to mentioned Fortran or assembly (
by stuffedBelly 10y ago
Having written plenty of embedded system code myself, I wouldn't want to implement a full-blown application for HFT in C, not to mentioned Fortran or assembly (maybe a network/messaging layer in C/C++, which is very common). Performance is critical but it's not the only major factor, especially when it comes to trading, in which the complexity of the application can quickly grow daunting.
- narrator 10y agoBugs in HFT code can lose a lot of money very quickly too, so I'd imagine that Java code being less bug prone than C or assembly is also a consideration.
- PeCaN 10y agoOr crashing, for that matter. If your C HFT program crashes, someone is on the hook for tens of thousands, minimum. (Not saying Java doesn't crash, but it's a bit more rare and gives you more opportunity to not lose $$$.)