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Interestingly I had this exact conversation last week with a guy from an HFT firm that was asking about how do you write fast code in haskell. Haskell won't be
by sseveran 14y ago
Interestingly I had this exact conversation last week with a guy from an HFT firm that was asking about how do you write fast code in haskell. Haskell won't be as fast as C, but we are not a high frequency shop so it doesn't matter. Much time in engineering at an HFT firm is spent doing things like turning an L2 cache miss into an L1 cache miss. Haskell makes it hard to do things like that.
Our platform is fast and could be used for some slower strategies. If we replaced pieces of it with C we could be competitive but probably never less then 10 microseconds wire to wire.