4 ms·
For starters, it's giving up a lot of performance, since fixed-point isn't accelerated by hardware like floating-point is.
by jcranmer 1y ago
For starters, it's giving up a lot of performance, since fixed-point isn't accelerated by hardware like floating-point is.
- rendaw 1y agoIsn't fixed point just integer?
- mitthrowaway2 1y agoYes, integer combined with bit-shifts.
- Athas 1y agoYes, but you're not going to have efficient transcendental functions implemented in hardware.
- rendaw 1y agoAh okay, fair enough. But what sort of transcendental functions would you use for HFT? I guess I understood GGGGP's comment about using fixed point for interacting with currency to be about accounting. I'd expect floating point to be used for trading algorithms, but that's mostly statistics and I presume you'd switch back to fixed point before making trades etc.