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I worked with low-latency trading with C# in the hot path; they had started with C++ and eventually migrated to C# and just kept tight control of allocations.
by sshine 1y ago
I worked with low-latency trading with C# in the hot path; they had started with C++ and eventually migrated to C# and just kept tight control of allocations.
Later they’d go back to using C++ for training deep neural nets.
- pjmlp 1y agoTo avoid going back to C++, is exactly the reason why modern .NET has native support for tensors and various SIMD flavours.