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roundandround
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Joined: November 18th, 2011, 8:19 pm

HFT in Python?

June 25th, 2015, 2:07 pm

Anyone know of places that do HFT in Python? I remember seeing some job ads in the past to this effect, and also had a recruiter mention it to me. I am just really curious how they're doing it given that Python is supposed to be "slow".
 
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Hansi
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HFT in Python?

June 25th, 2015, 3:22 pm

It's commonly used to analysis and trade strategy formation. Doubt any big player is using it for production execution. Maybe some smaller non-HFT shops.
 
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Cuchulainn
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HFT in Python?

June 25th, 2015, 8:10 pm

I suppose the quants could develop the model in Python and then pass it on to the C++ production team.
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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ExSan
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Joined: April 12th, 2003, 10:40 am

HFT in Python?

June 25th, 2015, 8:21 pm

QuoteOriginally posted by: CuchulainnI suppose the quants could develop the model in Python and then pass it on to the C++ production team.sounds reasonable
 
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Cuchulainn
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HFT in Python?

June 30th, 2015, 8:45 am

QuoteOriginally posted by: ExSanQuoteOriginally posted by: CuchulainnI suppose the quants could develop the model in Python and then pass it on to the C++ production team.sounds reasonableI agree :)
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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DominicConnor
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Joined: July 14th, 2002, 3:00 am

HFT in Python?

July 2nd, 2015, 11:39 pm

It may be the case that in a HFT shop you spend more time in Python than C++ since a large % of the effort is researching and testing, ie stuff where the ratio of programming time to execution time leans more towards speeding up the researcher people not the machine execution time.