5 ms·
'High Frequency Trading' is a blanket term, encompassing all trades whose holding period is less than a day. For 'Ultra Low Latency Trading', its all C/Assembl
by veyron 15y ago
'High Frequency Trading' is a blanket term, encompassing all trades whose holding period is less than a day.
For 'Ultra Low Latency Trading', its all C/Assembly/custom cards.
For non-ULL HFT (such as information arbitrage or many traditional quantitative trades), the performance penalty of java is negligible compared to the development and tweaking costs. And certainly there's a whole crowd of people who believe that java development is faster than c++ dev. However, in this domain, nowadays Python performs well enough to use