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quantmeh
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Best programming language for quant/High Freq?

November 30th, 2011, 10:06 pm

QuoteOriginally posted by: capafan2Somehow these threads remind of this hackneyed phrase attributed to Gandhi-"First they ignore you, then they laugh at you, then they fight you, then you win".funny if you were Indian, it would have been even funnier with double entendre
 
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ithousekeeper
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Best programming language for quant/High Freq?

December 1st, 2011, 1:06 am

QuoteOriginally posted by: katastrofa"Some HFT is done in Java but frankly not much and even where the people running the team ask for Java (rarely) they ask for C++ to prove you're "deep" and because they realise that hard programming will be necessary when Java gets pushed far beyond what it is designed to do."From what I heard, HFT in Goldman Sachs is mostly Java.This is true. Goldman uses Java for HFT.
 
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DominicConnor
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Best programming language for quant/High Freq?

December 1st, 2011, 7:03 am

and C++...Also I talk to some of their HFT, the imposition of Java is not exactly universally popular.
 
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farmer
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Best programming language for quant/High Freq?

December 1st, 2011, 10:11 am

Java is every bit as fast as C. In fact Java is C, all you have to do is email your Java to my high-speed compiler service, and your Java is compiled to assembler for 10 cents a line. Of course if you are the type of Java programmer who has never actually done this... your Java is super slow, and you should probably not even be able to look in the mirror. But fear not, just email me your code and for 10 cents a line you can redeem yourself and be somebody again.
 
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quantmeh
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Best programming language for quant/High Freq?

December 1st, 2011, 1:59 pm

QuoteOriginally posted by: farmerJava is every bit as fast as C. In fact Java is C, all you have to do is email your Java to my high-speed compiler service, and your Java is compiled to assembler for 10 cents a line. Of course if you are the type of Java programmer who has never actually done this... your Java is super slow, and you should probably not even be able to look in the mirror. But fear not, just email me your code and for 10 cents a line you can redeem yourself and be somebody again.is your office in Nigeria?
 
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JT77
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Best programming language for quant/High Freq?

December 1st, 2011, 10:22 pm

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 GPUs I cannot see C# being anywhere near as fast?
 
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JT77
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Best programming language for quant/High Freq?

December 3rd, 2011, 12:22 am

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 specialises in C++ and becomes an expert is more likely to earn more than a C# developer.So your statement isn't that correct.....
 
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capafan2
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Best programming language for quant/High Freq?

December 3rd, 2011, 5:08 am

QuoteAlso, if someone could specialise in one language, the person who successfully specialises in C++ and becomes an expert is more likely to earn As of today. No one has seen tomorrow. And one thing I can say about C++ vs C#. C++ folks are strangely one dimensional. They revel in the difficulty of their craft - regardless of whether it is necessary or not. C# or Java guys (good ones not the Hoi polloi) have way too much breadth and therefore mobility. Maybe it reduces their risk and correspondingly their pay. But take away a few jobs in the quant field and writing some low level jobs the demand is no where near where Java C# demand is like. Not saying C++ guys are wrong - you choose you poison in life and die by it. But please don't imply that money is everything and justify you life decisions by it. It does not make you better just makes you sound like a bitter juvenile you cannot tell the forest from the trees.
 
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Cuchulainn
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Best programming language for quant/High Freq?

December 3rd, 2011, 7:59 am

QuoteOriginally posted by: capafan2QuoteAlso, if someone could specialise in one language, the person who successfully specialises in C++ and becomes an expert is more likely to earn As of today. No one has seen tomorrow. And one thing I can say about C++ vs C#. C++ folks are strangely one dimensional. They revel in the difficulty of their craft - regardless of whether it is necessary or not. C# or Java guys (good ones not the Hoi polloi) have way too much breadth and therefore mobility. Maybe it reduces their risk and correspondingly their pay. But take away a few jobs in the quant field and writing some low level jobs the demand is no where near where Java C# demand is like. Not saying C++ guys are wrong - you choose you poison in life and die by it. But please don't imply that money is everything and justify you life decisions by it. It does not make you better just makes you sound like a bitter juvenile you cannot tell the forest from the trees.Good post. Regardng C#, a developer's productivity can be much higher than with C++ (sometimes 3-4 times), which may be a factor in some cases. The learning curve is less steep than with C++. It can be tempting to over-engineer C++ applications just because it can. The engineer's adage 'good enough' might be applicable.On the other hand, almost anything can be done with C++ in situations where other languages simply break down.For maths quant work, OOP and GP are nowhere near as suitable imo as functional programming languages. Just think of function composition, delayed functions etc. This is the next wave?
Last edited by Cuchulainn on December 2nd, 2011, 11:00 pm, edited 1 time in total.
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capafan2
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Best programming language for quant/High Freq?

December 3rd, 2011, 12:33 pm

QuoteGood post. Regardng C#, a developer's productivity can be much higher than with C++ (sometimes 3-4 times), which may be a factor in some cases. The learning curve is less steep than with C++. It can be tempting to over-engineer C++ applications just because it can. The engineer's adage 'good enough' might be applicable.On the other hand, almost anything can be done with C++ in situations where other languages simply break down.For maths quant work, OOP and GP are nowhere near as suitable imo as functional programming languages. Just think of function composition, delayed functions etc. This is the next wave?Cuch,For an HFT thread, I take your point. Completely agree on what C++ is capable of. But all the jobs you mention above tend to be niche, for which every point you make applies. But I know a lot of C++ and Java and C# programmers at GS. They pretty much do the same things. Except that their respective teams have legacy code which needs to be maintained. I doubt that C++ points you make above apply to those programmers. C++ guys may make more money than the rest, by virtue of demand/supply but those are exactly the reason why GS is writing new apps in C# or Java.My only point is the unless you are in that niche area, C++ is not necessarily something which distinguishes you in a good way. And again don't those niche areas require a different breadth of knowledge that goes well beyond C++? C++ is only a tool which lets you implement those niche skills.
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