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by davorb
3652 days ago
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> Maybe you can tell us something about their coding practices. A friend of mine who work at GS told me they have an absolutely massive ball of spaghetti that takes 7 hours to compile. That's for their trading systems. In case no one with actual experience responds to you, you might want to check out Flash Boys[0], which spends a little time talking about GS's code. From what I've read in that book and in other places, what you heard seems to be the correct. [0] https://www.amazon.com/Flash-Boys-Wall-Street-Revolt/dp/0393... |
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If you're talking about the core risk management system, yeah, seven hours sounds about right. But the risk management system is a platform that you can use to build other systems that can be iterated upon very, very quickly: we regularly made changes, reviewed them and made them production visible globally in under two minutes).
Flash Boys' technical discussion is, frankly, crap. The larger point about GS' treatment of Aleynikov (sp?) is, however, correct and relevant.
Source: Worked there for 8 years, still suffering from withdrawal.