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by yummyfajitas
3634 days ago
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No, the GC is a net win from the perspective of code development. The JIT is just one of the things that makes Java not as slow as you'd expect. As I said, the JVM is an acceptable platform for the slower HFT. That's the kind where a clever predictive strategy matters (maybe with lead time of seconds) and you'll get more money from accurately predicting the future than from shaving off 250us. Make no mistake - you'll still make money shaving off 250us, but not so much that you want to be bogged down structuring your code the C++ "if we structure it right we won't leak things" way. |
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I know you were throwing 250us out there as a pseudo example, but that's actually a very long time even outside of UHFT/MM.
Also don't forget that your trading daemons will be under a fire hose consuming marketdata, so beyond being able to tick-to-trade quickly, you need to be able to consume that stream without building up a substantial backlog (or worse, OOM or enter permanent gapping).