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Algorithmic Trading
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Re: High frequencey trading on Windows and .NET
Kevin Houstoun
5 Jul 2008 5:34AM ET STAC Research are trying to set up some benchmarks around securities technology generally, currently they have a couple around market data but are also looking at the transactional message part. They are a for profit company and not affiliated with FPL, see http://www.stacresearch.com/
Cheers
Kevin Houstoun
> Exactly, 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
Kevin Houstoun 5 Jul 2008 5:34AM ET
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