Walter's DConf 2014 Talks - Topics in Finance

[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