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by zygomega 4816 days ago
I wish I could get down to nano units. iqfeed (a good value feed) just got millisecs in so will settle for that.

I'm preparing some speed tests between C++ and haskell on an identical block of processing so stay tuned! You might be surprised - haskell is way ahead of clojure on compiler smarts.

The split you suggest is exactly what I think is wrong with the way things get done right now. I'd like to integrate the quant inside the read and stream - now that's potentially a large speed up that might compensate a tight budget.

1 comments

Keep in mind that if you're not an experienced C/C++ coder, you're going to be (largely) benchmarking your relative ability in either language rather than the intrinsic speed of each language.
This is true of any language/coder. It's what makes cross platform benchmarking so difficult for non-trivial problems.