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Algorithmic Trading
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Re: High frequencey trading on Windows and .NET
Regis Dubois - HotBridge Ltd / HotBridge Ltd 5 Jul 2008 4:45AM ETI am a bit surprised with everyone throwing numbers on the table without detailing much their meaning?
- 100ms to do what? tp take a message from the market and process it? What type of message? what type of processing?
- Should the hardware not be taken in consideration when it comes to discussing performances?
- What about Network speed? Market Connectivity?
Regis
> Hi Could you give me your opinion on the feasibility of using .net on a
> windows server for high frequency trading ( needs latency of maximum 100
> milliseconds)? I have never written any high frequency trading programs
> before and our resources and expertise are limited so using C++ on UNIX
> is something I want to avoid unless its absolutely the only way to go.
>
> Has anyone done high frequency trading using algos running on a
> windows server?
>
> Your opinions will be highly appreciated
Re: High frequencey trading on Windows and .NET Regis Dubois - HotBridge Ltd / HotBridge Ltd 5 Jul 2008 4:45AM ET
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