Getting Started with Automated Trading

Discussion in 'Automated Trading' started by ErikS, Jun 15, 2008.

  1. nitro

    nitro

    If you don't mind being "stuck" with MSFT, use Visual C++.NET. That is _the_ perfect compromise between pedal to the medal speed, and productivity. Visual C++.NET and C# are essentially the same, except the C++ compiler is far more mature.

    1) Try writing a FIX engine in C. Measure speed in messages per second.

    2) Do the same in C++ (using object orientation - otherwise, what is the point over C?).

    3) Do the same in Visual C++.NET

    4) Do the same in C#

    5) Do the same in Java

    This will take a long time, but you can answer your own questions.

    nitro

    [What is my experience? You can't beat 1 for speed, period, but for anything except systems programs, it makes no sense.]
     
    #21     Jun 25, 2008