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This reads like what they actually mean is "I don't think we could rewrite this in C++". That is a common sentiment. So much work went into this! We don't unde
by fefe23 6y ago
This reads like what they actually mean is "I don't think we could rewrite this in C++".
That is a common sentiment. So much work went into this!
We don't understand how we got here in the first place. It's so big! Look at all this legacy code and technical debt! There is no way we or anybody else could rewrite this in Java let alone C++ in any useful time frame! We sunk decades of work into this monstrosity!!
The text boils down to a "time to market" argument. I find that surprising because you'd think for high speed trading correctness is more important than time to market.
- peter_lawrey 6y agoSay you have a strategy which is only going to make money for a few weeks, every day you delay means you are losing money. If you are in a Bank, correctness is always the most important and speed only helps you reduce cost/make money, but it's not the core of your business model.