Walter's DConf 2014 Talks - Topics in Finance

[Russel Winder]

On Sat, 2014-03-22 at 12:38 +0000, Daniel Davidson wrote:
> 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.

If the data isn't available we'll never really know.

It is now over 9 months since the people I know left LMAX for other
organizations so I have no current data, or even rumour.

It would be interesting to rerun the comparison with JDK8 and C++14. I
suspect C++ may well be the winner on latency, whether by 10% I am not
sure.

-- 
Russel.
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