Re:Beware of Fast-Math
by jcranmer on Saturday May 31, 2025 @12:16PM
(#44145259)
For starters, it's giving up a lot of performance, since fixed-point isn't accelerated by hardware like floating-point is.
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Isn't fixed point just integer?
Yes, but you're not going to have efficient transcendental functions implemented in hardware.
Ah okay, fair enough. But what sort of transcendental functions would you use for HFT?
I guess I understood GGGGP's comment about using fixed point for interacting with currency to be about accounting. I'd expect floating point to be used for trading algorithms, but that's mostly statistics and I presume you'd switch back to fixed point before making trades etc.
Re:Beware of Fast-Math
by mitthrowaway2 on Saturday May 31, 2025 @01:20PM
(#44145695)
Yes, integer combined with bit-shifts.