Q&A on HFT of Microsoft Windows .NET vs C++ on Linux, and MongoDB NOSQL software vs FPGA hardware for ultra lowest latency

(Last Updated On: February 5, 2013)
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Q&A on HFT of Microsoft Windows .NET vs C++ on Linux, and MongoDB NOSQL software vs FPGA hardware for ultra lowest latency

From a member through Linked In:

Hi Bryan, I have a few questions:

1) Why use VC++ and C# .NET/Windows? C++ on Linux is what HFT firms use. Name one that uses Windows for anything but the Front End.

–> Lots of hedge funds in UK use .NET. This has been confirmed by many sources of quant contacts I know. I worked at CPP-IB as they were a .NET shop.

2) A custom in-memory database written in C++ would be much faster than almost anything on the market. A relational DB like MYSQL or NOSQL DB like Mongo would be much too slow for HFT.
Any thoughts on this?

–> It all depends on how you manage your memory, data types, and programming patterns you use. The one system I know of is using MongoDB which is incredibly fast which does real time analytics. Either way, FPGA is the lowest latency for HFT so any software methods are  secondary.

3) Have you ever thought about contacting Mathworks and asking them
to give your membership the ability to purchase the matlab student edition? They get some of the best free advertising from you. You could also allow them to advertise on your site.
–> They will offer only through accredited universities. I will be working on Mathworks on other events.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

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