C++ or Java, which is faster for high frequency trading?

Re:C++ or Java, which is faster for high frequency trading? by iskander on Saturday July 30, 2011 @09:44AM (#2825737)

Re: 10 microsecond latencies. I wonder what a trading algorithm could possibly do in a few thousand clock cycles that is still profitable.

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Re:C++ or Java, which is faster for high frequency trading? by kaeluka on Saturday July 30, 2011 @10:08AM (#2825784)

I wonder what in this blog post is more than pure and unjustified opinion.

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Re:C++ or Java, which is faster for high frequency trading? by peter_lawrey on Monday August 01, 2011 @10:20AM (#2832241)

I would be interested if you could expand on this speculation?

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Re:C++ or Java, which is faster for high frequency trading? by mentat on Saturday July 30, 2011 @11:38AM (#2825965)

Flagged for this reason.

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Re:C++ or Java, which is faster for high frequency trading? by peter_lawrey on Monday August 01, 2011 @10:42AM (#2832363)

Most of the 10 micro-seconds is spent receiving the UDP/TCP packet, decoding it, building an order request and sending it.

Only a fraction of this time is left to make a decision. ;)

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Re:C++ or Java, which is faster for high frequency trading? by Daniel_Newby on Saturday July 30, 2011 @10:46AM (#2825868)

Arbitrage. Buy something cheap on one exchange and sell it higher on a different exchange. The trader with the lowest latency gets a big chunk of the market just by being fast. You get even more if the algorithm has any ability at all to predict the future. The average profit per transaction will be small, but you get 10 million opportunities a day to repeat it.

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