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
