Walter's DConf 2014 Talks - Topics in Finance

Paulo Pinto pjmlp at progtools.org
Sat Mar 22 05:54:14 PDT 2014


Am 22.03.2014 13:38, schrieb Daniel Davidson:
> On Saturday, 22 March 2014 at 11:46:43 UTC, Russel Winder wrote:
>
>>
>> It is also worth pointing out the LMAX Disruptor which is a lock-free
>> ring buffer based framework used to create dealing platforms on the JVM.
>> They outperform any other trading platform still.
>>
>
> That is wrong. Trading is competitive and your competitors rarely will
> inform you they are losing to you or beating you. And when you do not
> get the fills you want it is not always clear you are being beaten. This
> article
> (http://mechanical-sympathy.blogspot.com/2011/08/inter-thread-latency.html)
> suggests C++ version of the same architecture is faster than the Java.
>
> Thanks
> Dan

Maybe this is a wrong conclusion, but from the comments, I would say the 
Java version is pretty much on par with the C++ attempts.

--
Paulo


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