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I kinda agree but can't help observing that quite a few HFT firms use Java, where it's also hard to write allocation free code. They use various approaches like
by thu2111 6y ago
I kinda agree but can't help observing that quite a few HFT firms use Java, where it's also hard to write allocation free code. They use various approaches like pauseless GCs or just sizing the heap so that they don't need to collect during the day.
HFT is also a continuum. There's a latency/strategy iteration tradeoff involved. Going "quite fast" can be better than going "super fast" if your quite fast strategy is better, but keeping at the edge of good strategies requires constant code changes. Hence the benefits of high level statically typed GCd languages.