I think this is the most compelling report yet coming from Google:
C was designed as an abstracted form of assembler. The language was intended to allow the generation of very efficient native code.
In the decades since then, that intention has not changed. C++ has optimising compilers that can infer the intent of the programmer, unroll loops, inline function calls, store temporary values in registers – and use SIMD instructions to execute multiple instructions in parallel. C++ programmers (especially C++ games programmers) pore over the generated assembler and work out ways to squeeze every cycle of performance.
Google wrote a technical paper comparing the performance of different languages – in a set of regular, real life operations.
Most importantly is to eye the the graph that comes with this comment . Now you don;t have read or listen to those losers who ‘know’ everything
I have gone through a surprising set of comparison of this newly discovered Open HFT framework versus Redis NOSQL. It seems this NOSQL database is widely used in the HFT world but this newer framework may give you up to 10:1 performance. Pretty impressive? I think so but you need to architect your code correctly to fully reap the benefits of this. You will be constrained to using Java 8 if you want to stick with the open source model. It seems that extending to other languages will involve the Enterprise edition which is fairly expensive on a monthly basis.
Note that I have identified Chronic Engine, Map, and Queue as the projects most likely worked on.
I will be eventually be pulling my Python Infrastructure Building Blocks course as well. This focuses on introducing you to how to build a primitive algo trading system. I am not sure on the hard date yet I will be removing this as well. As for now, it is part of my Quant Elite service which will also get closed down permanently as I move everything into the new Analytics service for 2017.
I cannot say myself but the better question is which one is more dangerous? Java is top platform to hackers. C# is based on an operating system from a vendor who does not publicly state they don’t install backdoors on the OS. Which one you feel safer on for live trading account? My answer: NEITHER. Just search this blog for either topic.
In the context of work with arrays and the speed of evaluating mathematical operations, C/C++ beats all the others even Java, so why would HFTers use Java ? wink emoticon 1st pic arrayhttps://ctrlv.cz/shots/2015/10/27/Fta0.png 2nd pic mathematical operationshttps://ctrlv.cz/shots/2015/10/27/T29z.png
SURPRISE! It looks like RabbitMQ is 75% faster than NOSQL Redis Holy!
These are shocking metrics where RabbitMQ will offer other advantages over Redis as well. More to come! Now what about ZeroMQ? Surprising Kakfa is the even better http://mikehadlow.blogspot.ca/2011/04/message-queue-shootout.html. No dice for Kafka as I really don’t want to learn Scala.