SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by JT77
December 8th, 2011, 8:28 pm
Forum: Programming and Software Forum
Topic: Typical high frequency latencies?
Replies: 6
Views: 17240

Typical high frequency latencies?

<r>QuoteOriginally posted by: jflThis blog is good, and has some interesting points: <URL url="http://veyronb.wordpress.com/2011/11/01/on-latency/.In">http://veyronb.wordpress.com/2011/11/01/on-latency/.In</URL> a rebate-driven maker/taker market there is an advantage to being first at a new price p...
by JT77
December 7th, 2011, 5:32 pm
Forum: Programming and Software Forum
Topic: Typical high frequency latencies?
Replies: 6
Views: 17240

Typical high frequency latencies?

<t>Does anyone know what the typical latency is within a high frequency setup? I'm designing my own platform for a university dissertation and I wanted to be able to compare to a benchmark. I'm worried I wont be able to make useful comparisons due to the amount of distributed computing a real HF hou...
by JT77
December 3rd, 2011, 7:37 pm
Forum: Programming and Software Forum
Topic: TIBCO Software
Replies: 3
Views: 15964

TIBCO Software

QuoteOriginally posted by: HansiCompletely pointless till you're on the job.So unless I can get a job where I get TIBCO experience, I shouldnt try and learn it?That seems a little unproductive- especially as i'm not going to walk into a high frequ trading straight out of university....
by JT77
December 3rd, 2011, 12:28 pm
Forum: Programming and Software Forum
Topic: TIBCO Software
Replies: 3
Views: 15964

TIBCO Software

Which of the TIBCO products is useful to learn for high frequuency? It it just FDL and Rendezvous?What about Enterprise Message Service? I cannot get hold of FDL or Rendezvous.I thought I would try and familiarise myself with TIBCO as I have seen it mentioned a few times in job specs.
by JT77
December 3rd, 2011, 12:22 am
Forum: Careers Forum
Topic: Best programming language for quant/High Freq?
Replies: 24
Views: 21450

Best programming language for quant/High Freq?

<t>QuoteOriginally posted by: capafan2QuoteOriginally posted by: JT77And just by the way programming languages do not determine your wealth.Jobs do- and programming jobs usually require.... a programming language.Also, if someone could specialise in one language, the person who successfully speciali...
by JT77
December 1st, 2011, 10:22 pm
Forum: Careers Forum
Topic: Best programming language for quant/High Freq?
Replies: 24
Views: 21450

Best programming language for quant/High Freq?

<t>I got the impression between the JVM 1.4 and 1.6 versions Java became A LOT faster.....I'm still worried about C# because I wouldnt want to end up stuck in a job doing winforms my whole life and I cannot see C# being used for high frequency.Now that some companies are starting to use FPGAs and GP...
by JT77
November 29th, 2011, 11:48 pm
Forum: Programming and Software Forum
Topic: Java Question
Replies: 5
Views: 16567

Java Question

<r>I think off the top of my head it would be System.out.println(Math.random());here's a full example: <URL url="http://www.java-examples.com/generate-random-numbers-using-math.random"><LINK_TEXT text="http://www.java-examples.com/generate-r ... ath.random">http://www.java-examples.com/generate-rand...
by JT77
November 29th, 2011, 11:11 pm
Forum: Careers Forum
Topic: Best programming language for quant/High Freq?
Replies: 24
Views: 21450

Best programming language for quant/High Freq?

<t>Which of the big 3 languages (Java, C++, C#) do you think gives the greatest overall prospects for a technical career in finance? Ideally i would love to work in HF, which suggests C++ would be the best language, followed by Java and then C#. However, I hear a lot of people saying C# is used more...
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