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Algorithmic Trading
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Re: High frequencey trading on Windows and .NET
Steve Cook / Lehman <> 4 Jul 2008 4:07AM ET> 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)?
Recent versions of Java and .Net are also now very close to the raw performance of C and C++. In fact most investment banks and algo vendors are now shifting more towards using Java / .Net, because of the productivity increase they can give.
However, same as any other software development - its your application and algorithm design and implementation that matters more than the language you use. You will still need to invest time in understanding the language and tools and refine your design to get the best performance out of the system, but sub 100ms should be readily achievable.
//Steve
Re: High frequencey trading on Windows and .NET Steve Cook / Lehman 4 Jul 2008 4:07AM ET
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