HFT C++ larency kiss of death is multi threading blocking in Open MPI while FastFlow uses non blocking

(Last Updated On: November 14, 2012)

HFT C++ larency kiss of death is multi threading blocking in Open MPI while FastFlow uses non blocking

For those struggling to understand what blocking really when it comes to multithreading, you would want to read this:

. This processor first prints its own greeting, then polls successive processors – waiting to receive a message from each one. Only when the message is received does proccessor 0 move on. Using the MPI_Send and MPI_Recv commands blocks program execution. This blocking is illustrated graphically by inserting a long loop in the code, causing one of the processors to take a long time to complete its tasks. The cost of this structure is added syntax.

http://hamilton.nuigalway.ie/teaching/AOS/NINE/mpi-first-examples.html

This is when you use something like Open MPI so this is add latency when it comes to high frequency trading. As a result, this is the reason why I like FastFlow since it gets around this block issue.

Find out more what I can do with these techniques in my future HFT platform

 

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs