(Last Updated On: January 4, 2017)

Is CilkPlus better than C++ Stad Threading library for potential HFT?

As I have been emailing and posting about these threading libraries on how my choice of Standard Threading, I got this combo of responses from my newsletter email list:

IMHO the best option for C++ concurrency (or at least one that does

not suffer from the limitations other packages suffer from) is Cilk Plus.

The reasons are a bit too complex to summarize in a short e-mail,

however i would be happy to chat if you are interested. IMHO the

standard C++ threading library is practically junk! BTW I am an

operating system and database kernel developer with over 40

years experience and I did a lot of work in these areas. …

C++ standard threading builds on top of POSIX threads, which are an

unqualified disaster in terms of performance, scalability and reliability.

The explanation why is quite complex and has to do with how kernel

mutexes are implemented on virtual memory SMP operating systems.

Cilk Plus has its own threads implementation which avoids many

of the problems in the POSIX threads libraries. Incidentally all the

major database systems (Oracle, Informix, Sybase, etc) have

their own internal threads implementations for the same reasons,

as do other high transaction rate mission critical system, e.g.

Portal’s real-time wireless rating and billing system which powers

over 60% of cellular telephony worldwide. I worked on all these

at various times during my career.

I also built in 2005 the system platform for a HFT system used

by a really big hedge fund doing over 10M transactions per day

on over 40 exchanges worldwide. I have not been trading for a

while however I am thinking about getting back into the game.

 

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!