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Can someone from the quant/HFT world comment on whether these kinds of problems exist in that sector as well? Somehow I imagine that the fierce competitiveness

• pnako 7y ago
  It depends what you mean by better. Obviously, real-time trading systems are going to be optimized to reduce latency, since it directly correlates with profits. One way to do that is to completely bypass certain abstraction layers, use polling instead of events, do more stuff in userland, tune kernels, and so on. This works, but you end up with a really bespoke system that is not particularly elegant. But you don't have to go to those extremes to have good software performance.