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A few things. Java had been heavily used in finance for longer than .NET, so there's experience, and lots of existing code. Java's GC is faster (even if it's
by DrBazza 6y ago
A few things. Java had been heavily used in finance for longer than .NET, so there's experience, and lots of existing code. Java's GC is faster (even if it's not being used in the context of HFT). But probably the most important thing is that .NET on Linux is very new (banks are very conservative, small companies, not so much).
.NET on Windows for HFT is a non-starter. In comparison to Linux, you have practically zero control over the OS; you need to turn off unnecessary processes, pin processes to cores, exclude processes from cores and so on.
Having said all that, I do know of at least one hedge fund in London that is mostly C#-based (though I have no idea whether their 'deep' trading code is C# though).
- gpderetta 6y agoIf it is what I'm thinking of, I think they were hiring C++ programmers a few years ago.
- DrBazza 6y agoThey are based at the top of Savile Row.
- jacques_chester 6y ago> But probably the most important thing is that .NET on Linux is very new (banks are very conservative, small companies, not so much). They are. However I'd say, based on what I saw at Pivotal, that .NET Core is sweeping all before it. It's faster, less crufty and so on. But the real win is that (1) most of it is familiar to folks with previous .NET experience, but (2) your ops teams can get out of running two very different platforms in Windows and Linux.