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> In even the worst codebase there will be nuggets of usefulness that will accelerate the process. Isolated parts of the system that you've perfected. Exchange
by defen 13y ago
> In even the worst codebase there will be nuggets of usefulness that will accelerate the process. Isolated parts of the system that you've perfected. Exchange message decoders for example (ITCH, FIX/FAST, etc.). This is especially true when you, the genius who will be starting from scratch, has worked on it for a few years. I assume he was doing something useful in his time at Goldman.
The new system was going to be written in a different language than what Goldman uses.
- gd1 13y agoAnd? How does that make it any less useful to have the existing code as a guide?
- defen 13y agoI don't know...having the existing code available seems like it would be more useful for the "strat" stuff than for the infrastructure, if you posit that it's all going to be rewritten from scratch in a different language. But I don't know shit about trading, so maybe I'm wrong.