[mhh__]

You say this as if memory allocation in general isn't extremely slow.

[kasey_junk]

For trading systems that are still software based they absolutely do not allocate or reclaim on the hot path for this reason.

[infamousclyde]

"That are still software based" is interesting. Are there hardware-based trading systems?

[kasey_junk]

Yes. The fastest systems are asic or fpga based. They typically never leave the router.

[infamousclyde]

I guess my presumption was that algorithmic trading was a very tight feedback loop, with as many controlled variables (i.e., GC) as possible, so I think it just subverted some of my misplaced expectations.