vgatherps

27 ms·

241.
by vgatherps 6y ago
Only a few have, and even then only for a few fixed things. They have extreme versions of the inflexibility problems that fpgas have, and few exchanges have low enough jitter to justify ASICS over fpgas. It might surprise people that relati
242.
by vgatherps 6y ago
This is why C++ is used over Java for very fast stuff, or “just” fast stuff if you don’t want to bother fighting the JVM
243.
by vgatherps 6y ago
The devirtualizer (maybe this is the wrong JVM terminology, it’s basically what clang/GC call it) is part of the optimizer which sees that you have a virtual function call (like most in Java) where there is a unique caller, so you can
244.
by vgatherps 6y ago
The third one was definitely the least, it was losing money (and specifically to trader-invisible things that never got worked on). The whole of the trading strategy (and capital traded, return profiles, etc) between the first two was fairl
245.
by vgatherps 6y ago
Yeah, basically everything has to be that way. At the super fast speeds you start running into things like: * why won’t the devirtualizer trigger? * these object headers are sure wasting a lot of cache * there’s a lot of forced pointer indi
246.
by vgatherps 6y ago
I’ve seen this sentiment before and worked on both a “low latency Java” team and low latency C++ teams. I have some sympathy for the idea that the JVM is better since it means you won’t spend all your time chasing crash reports. The thing i
247.
by vgatherps 6y ago
The C I saw written in Java was filled with object pooling bugs and horribly unsafe code dealing with object layouts in off-heap memory. The amount of bugs springing from just these far outnumbered memory bugs in the C++ and C codebases.
248.
by vgatherps 6y ago
I believe I misread your first sentence, I thought you said every prop shop IS using Java. I have seen this specific claim so many times that I must have filled in the word. The reason not to use java for low latency latency is that good l
249.
by vgatherps 6y ago
As someone in the industry I always find the claim that Java is ubiquitous in low latency trading fairly strange. The only firm that widely uses Java over C or C++ on the hft fast path is Virtu, and the sense I get from some of my friends t
250.
by vgatherps 6y ago
The hfts HAVE to give you at least as good execution as is available on the market, and if they trade while they are holding your order your order can’t execute at a worse price than their trades (Manning rule). HFTs like retail orders beca
251.
by vgatherps 7y ago
Location: Guangzhou [US citizen] Remote: Open Willing to relocate: Shenzhen, Hong Kong Technologies: C, C++, Rust, Python Website: vgatherps.github.io Résumé: On request email: <profile_name>@gmail.com ABOUT: I'm an experienced l
252.
Optimizing cache usage with nontemporal stores(vgatherps.github.io)
2 points by vgatherps 8y ago|0 comments
253.
by vgatherps 8y ago
I've gotten mean server response times to go down by ~30% in the most extreme case, but the improvement was usually in the ~10-15% range. The real benefits came from shrinking tails that came about when some useless cache junk got rid
254.
Reducing cache contention with nontemporal stores(vgatherps.github.io)
2 points by vgatherps 8y ago|2 comments
255.
by vgatherps 8y ago
Ryzen only has two threads per core, so one would be able to see at most a 2x gain. That's not insignificant, but still far from what one needs to start seeing bandwidth problems.