a) I pretty much designed and to large extent programmed an entire strategy design, testing, and execution platform that comprises a lot more than just an OMS. I think my past comments regarding OMS, message bus, execution APIs, FIX, parallel strategy data processing, and high performance GUI and charting among other specific topics makes that crystal clear. b) I like Visual Studio and C# but also program in C++. And I do believe any but the lowest latency strategies run perfectly fine on Windows boxes, in the same way than they run fine on Windows servers at numerous tier 1 and tier 2 investment banks and uncountable hedge funds. Not every iBank and hedge fund runs their algos on linux boxes. But I will not get further into any OS shouting matches. c) Python is an interpreted language and hence will never be on par with a compiled language. Python was designed to get things done quickly, such as string parsing and the like. It has evolved a lot, admittedly, but please do not even suggest it comes remotely close to the capability of most compiled languages. Even most libraries, such as charting UIs in Python look like 10-20 years behind the top contenders in C# space, to just name one example. Python certainly has A future but is certainly not THE future. Suggesting such only exposes you as a no-nothing. But I understand where you come from: Someone who has grown up in the proprietary-software-has-to-be-free-or-I-hack-it era and hence you are too cheap to actually pay up for an operating system and hence your hatred towards Microsoft. I bet you would even sell parts of your body in exchange for a few cents cheaper commission with your broker. d) I told the OP that it is stupid to consider a dedicated line into IB. If you knew anyone at IB you would know that hardly any client, not even the most sophisticated ones, use leased and dedicated lines anymore. There are some very rare exceptions when this would make sense, certainly it does not make sense from Brazil, LOL. You just exposed how little you know but how big a mouth you have. Reminds me of numerous (emphasis on numerous NOT all) American classmates who aced Marketing 101 class but miserably failed when it came to hard science. Big mouth != skills/knowledge
oh that's rich coming from a clueless MS drone, a) you are not the only one who designed sophisticated trading strategies, so don't think you know it all about what projects are being done out there, above all when you have limited access to those big banks b) I think you are confusing trading strategy with charting :LOL:, and again you are exposing yourself as a brainwashed Microsoftie c) Interpreted vs compiled, it doesn't really matter anymore. Even Java is pseudo compiled. Get a clue dude, this is not the 90s or the early 2000s. C# is for has been, and so is Java incidentally. Legacy means a few projects are still being developed under C# and Java, but not for long. volpunter, you come across as a typical chartist who used a few "win" technology to get his platform running. Completely amateurish.
shout shout shout, you know nothing about me, know nothing about my platform, you know nothing about my education, professional background. So, talk whatever you want, you only disqualify yourself more with each post.
last comment to expose you for the idiot you are: Pretty much 90% of all NEW projects at sell-side investment banks that deal with PRICING, DMA ALGOS, FRONT-OFFICE DESK TOOLS, RISK MANAGEMENT are implemented either in C++, Java, or C#. Not one SINGLE bank would run a pricing engine in Python. You are entirely out of your mind little man. Some quants may use Python but that is about it. Asswipe.
psycho ALERT !!! now you are confusing "infrastructure" with OMS and Trading Strategies LOL maybe you should get out more LOL
neither infrastructure, nor OMS, nor a single DMA algo at ANY investment bank was or is implemented in Python. Keep on embarrassing yourself lol
Dude, stop being completely retarded Trading strategies and Pricing Processors are 2 different things, you have been exposed as a complete amateur, like the OP, and you keep adding to the arguments by moving the goalpost of your ridiculous statements LOL
FYI, a DMA algo is not even a "sophisticated" trading strategy, not even a trading strategy for that matter, it's simply part of the trading order process, a way to complete the order. Only a fool would think that a DMA algo is a strategy in itself. of course, in the confused world of HFTs, the silly programmers, like you, confuse the two LOL
I thought you "do not write software that is supposed to go into production" and that you only know C++ & C# enough to hire the right programmers. As such, am I correct to assume that platform you programmed to a large extend never actually went to production and traded real money? http://www.elitetrader.com/et/index.php?threads/c.262154/page-9#post-3777935 What gives ?