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A comment on Show HN: I'm building an open-source, high-frequency trading system. Parent comment

Re:Show HN: I'm building an open-source, high-frequency trad... by zygomega on Monday April 15, 2013 @10:12AM (#5551549)
I wish I could get down to nano units. iqfeed (a good value feed) just got millisecs in so will settle for that.

I'm preparing some speed tests between C++ and haskell on an identical block of processing so stay tuned! You might be surprised - haskell is way ahead of clojure on compiler smarts.

The split you suggest is exactly what I think is wrong with the way things get done right now. I'd like to integrate the quant inside the read and stream - now that's potentially a large speed up that might compensate a tight budget.

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Re:Show HN: I'm building an open-source, high-frequency trad... by mayank on Monday April 15, 2013 @10:34AM (#5551664)
Keep in mind that if you're not an experienced C/C++ coder, you're going to be (largely) benchmarking your relative ability in either language rather than the intrinsic speed of each language.
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Re:Show HN: I'm building an open-source, high-frequency trad... by kasey_junk on Monday April 15, 2013 @01:37PM (#5552825)
This is true of any language/coder. It's what makes cross platform benchmarking so difficult for non-trivial problems.
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