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Hedge Funds and Programming
- Thread starter runningman
- Start date
I think the programming part is pretty trival to the profitability of a trading system unless you are designing an ultra high frequency trading application. The statistics and understanding of the markets and more valuable. Even if you aren't trained in computer science, you can develop a trading system in any language if you are reasonably intelligent. Obviously, it won't be as elegant written as someone who is a professional programmer, but it will do the job.
from my experience systems (order routers, connectivity,...) and pricing models are written in c++. but the logic part of the trade can be written in something quicker to develop in. and to be good takes +10yrs of realworld network programming. keep in mind that database/gui programming is not the same as network or realtime.
Quote from rosy2:
from my experience systems (order routers, connectivity,...) and pricing models are written in c++. but the logic part of the trade can be written in something quicker to develop in. and to be good takes +10yrs of realworld network programming. keep in mind that database/gui programming is not the same as network or realtime.
rosy, what do you think is the biggest hurdle to overcome in order to get good at writing realtime distributed systems? What's the hardest thing to learn?
I'm asking because I was recently trying to arrange a syllabus for an independent study with one of my professors. I was thinking of doing concurrency patterns in Java, with a minor focus on choosing efficient data structures for realtime work. Any texts out there that would be good to use as a course outline?
(Also, although I want to learn it eventually, I'd like to avoid some of the lower-level networking issues. Most of that stuff is hidden behind proprietary libraries at my firm, which make use of Java's built-in socket support/rmi/corba/etc. I mostly want to write good , efficient, object-oriented code for this type of environment.)
Thanks in advance.
Quote from jasonbraswell:
rosy, what do you think is the biggest hurdle to overcome in order to get good at writing realtime distributed systems? What's the hardest thing to learn?
i think debugging a distributed system is probably the hardest part after you have a foundation. for texts i have found only one, its based off the ACE library http://people.csa.iisc.ernet.in/shijesta/courses/sa/pcno.htm
i think java has a version called mina on the apache website.