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 doesnot 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 thestandard C++ threading library is practically junk! BTW I am anoperating system and database kernel developer with over 40years experience and I did a lot of work in these areas. …C++ standard threading builds on top of POSIX threads, which are anunqualified disaster in terms of performance, scalability and reliability.The explanation why is quite complex and has to do with how kernelmutexes are implemented on virtual memory SMP operating systems.Cilk Plus has its own threads implementation which avoids manyof the problems in the POSIX threads libraries. Incidentally all themajor database systems (Oracle, Informix, Sybase, etc) havetheir 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 powersover 60% of cellular telephony worldwide. I worked on all theseat various times during my career.I also built in 2005 the system platform for a HFT system usedby a really big hedge fund doing over 10M transactions per dayon over 40 exchanges worldwide. I have not been trading for awhile however I am thinking about getting back into the game.