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by thenobsta 197 days ago
I wonder how these compare to high frequency training standards. It seems like they'd have similar speed/reliability/predictability requirements in the critical paths.
2 comments

JFS-CPP bans exceptions because you would lose control over the execution of the problem. The HFT crowds didn't like it because you'd add 10ns to a function call.

At least before we had zero-cost exceptions. These days, I suspect the HFT crowd is back to counting microseconds or milliseconds as trades are being done smarter, not faster.

There are at least some HFT players who actually use exceptions to avoid branches on the infrequent-but-speed-critical execution path: https://youtu.be/KHlI5NBbIPY?si=VjFs7xVN0GsectHr