How do you get around the garbage collection issue when using C# as you have been doing lately for HFT?

(Last Updated On: August 26, 2013)
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A question from a newsletter reader:

Bryan,

How do you get around the garbage collection issue when using C# as you have been doing lately for HFT?

Why is the garbage collection issue not a deal breaker?

This is sort of very valid.
What is the other choice? Manage your own memory in C++? That is just as complicated.

Try reading tipcs like this:
http://stackoverflow.com/questions/3267613/how-to-reduce-garbage-collection-performance-overhead

Also, my backend important model engines can be easily converted into C or C++

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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