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Algorithmic Trading
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Re: High frequencey trading on Windows and .NET
Jean-Marie Sulmont / RTS <>
5 Jul 2008 4:50AM ETExactly, and if you're after ms probably many other parameters.
Does any one know of a "benchmark"?
> I 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
Jean-Marie Sulmont / RTS 5 Jul 2008 4:50AM ET
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