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We wrote quant code that had to run on all architectures... for the HFT team [1], unfortunately, including a long drawn out debacle supporting Solaris 5.7 for a
by DrBazza 5y ago
We wrote quant code that had to run on all architectures... for the HFT team [1], unfortunately, including a long drawn out debacle supporting Solaris 5.7 for an absurdly long time. Other members of my team were looking at IBM architectures as well, mostly because IBM were throwing money at us to use their kit.
[1] high frequency, not necessarily low latency, for some defintion of the word 'high'.