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I doubt anyone's currently using Julia for the fast path of low latency trading. Usually it goes from FPGAs for sub-milli work, C++ on GPUs then either C++ or J
by lucozade 10y ago
I doubt anyone's currently using Julia for the fast path of low latency trading. Usually it goes from FPGAs for sub-milli work, C++ on GPUs then either C++ or Java for multi-milli work. In my experience.
I'd expect most of the Julia usage in this space would be to replace any R or Matlab in the back testing engines if at all.
I didn't get the impression from the article that they were really talking about low latency anyway.
That's not to suggest that Julia doesn't have a place in Finance. I think it's a great language and there are a bunch of places I can see it being very valuable. Just doubt that low latency fast path is one of them in the near term.