4 ms·
You say this as if memory allocation in general isn't extremely slow.
by mhh__ 3y ago
You say this as if memory allocation in general isn't extremely slow.
- kasey_junk 3y agoFor trading systems that are still software based they absolutely do not allocate or reclaim on the hot path for this reason.
- infamousclyde 3y ago"That are still software based" is interesting. Are there hardware-based trading systems?
- kasey_junk 3y agoYes. The fastest systems are asic or fpga based. They typically never leave the router.
- infamousclyde 3y agoI guess my presumption was that algorithmic trading was a very tight feedback loop, with as many controlled variables (i.e., GC) as possible, so I think it just subverted some of my misplaced expectations.