Tag Archives: c++11

HFT and Quant development: Is BOOST slated to be replaced with c++11 ?

HFT and Quant development: Is BOOST slated to be replaced with c++11 ?

Many job adverts list BOOST knowledge/familiarity as one of the requirements expected from the candidate. BOOST itself, is a set of several libraries, often focused on unrelated areas (cf. Boost.Spirit vs. Boost.Thread vs. Boost.Program_options). I am guessing that the high frequency trading and electronic trading companies are mostly interested in laguage extensions and concurrency/multithreading features present in BOOST. However, with the C++11 standard already released, which to a large extent duplicates or even extends Boost equivalents (e.g. Boost is missing std::atomic , will we be witnessing head hunters going after C++11 rather than Boost professionals ?

 

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Boost says this about themselves on their website: [[
We aim to establish “existing practice” and provide reference implementations so that Boost libraries are suitable for eventual standardization. Ten Boost libraries are included in the C++ Standards Committee’s Library Technical Report (TR1) and in the new C++11 Standard. C++11 also includes several more Boost libraries in addition to those from TR1. More Boost libraries are proposed for TR2.
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I would say focus on C++11. We’ll all take the quantum leap together. Much of Boost’s importance was early exposure to the libraries and evolving technologies. While this shouldn’t t detract from Boost’s relevance, the compiler vendors are mostly caught up, and books are hitting the publishers.

 

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