You're thinking only of desktop systems etc. Linux is big in the server market. Google runs on Linux. A fair slice of all the web servers in the world run Linux. Linux dominates the super computer world - of the top 500 non-classified supercomputers in the world 455 run Linux, 5 run Windows. Android phones are Linux based. Linux is big business.
HFT: Linux vs Windows
- Thread starter GreenMan
- Start date
You're thinking only of desktop systems etc. Linux is big in the server market. Google runs on Linux. A fair slice of all the web servers in the world run Linux. Linux dominates the super computer world - of the top 500 non-classified supercomputers in the world 455 run Linux, 5 run Windows. Android phones are Linux based. Linux is big business.
It's not significant in the business world...
And a trading business is the "business world".
I have a Computer Science degree...
And then switched to trading for 15 years...
But I think like a trader/businessman.
I see these Top 1% computer geniuses...
Obsessed with "trading" and "algos" all the freaking time on the net...
(These pointdexters are always working with most exotic platforms)...
That comprise 0.1% of the industry...
But as a general rule these guys have no idea how to make money trading...
Or how to build a long-term business...
And are gonna FAIL...
And end up doing consulting work for people like me.
Thinking like a high-end coder...
Is pretty much the opposite of thinking like a trader/businessman.
And you CANNOT excel at both...
Because both are full-time obsessions.
Google has absolutely nothing to do with this...
Because you are NOT gonna eat Goldman's Algo Lunch...
By coding on a Linux box in your mom's basement.
You will build your business infinitely cheaper...
Using mainstream platforms like Windows and C#...
And if one is stupid enough to play the latency game...
Then a crucial 5% of your code can be custom coded for speed.
I'd have to agree with most of this even with the cynical undertone. If you're wondering questions like this you're most likely newer to the ideas of what it really entails to make money off trading reliably, consistently, etc.... I don't mean as much about how profittable you are as a trader, as long as you are. Instead, I mean your output in productivity. There were times before 64 bit computing, Amazon EC2, Matlab etc... That trying to compete with a higher end trading business/professional where having extraordinary compentency in hardware/software skills gave you a spectaculiar advantage. Although, now, given the things available to you even questioning this kind of crap (nothing personal) is a complete waste of time until you've hit some hurdle that makes sense equivocally to how you're bottom line is going to perform. Again don't think of it as...If I can harcode gpu computing equipment with my advanced algorithms I'll make 1000% return every year, after 5 years of learning... Instead I could use metatrader, matlab, and EC2 and start making 1000% a year right now.
almost my entire development has been done on linux/unix. from a programming perspective I think its simpler and information is easily available. for hft you can optimize linux and that is precisely what firms do. there are firms that use windows but I never understood why other than making a gui in c#.
That is so untrue that I can't begin to tell you how wrong that is.
I write professionally "sub millisecond" algo trading software (yes, that is a latency expressed in micro seconds) on Windows.
That notion of "quantum of time" is ridiculous, whatever you are smoking, I want some of that to help my horse get high.
I write professionally "sub millisecond" algo trading software (yes, that is a latency expressed in micro seconds) on Windows.
That notion of "quantum of time" is ridiculous, whatever you are smoking, I want some of that to help my horse get high.
If anyone still thinks Windows is competitive or better with regards to HFT on the real time sensitive stuff compared to certain tweaked distros of Linux, go for it..keep smoking that notion. The arms race is usually an order of magnitude need for improvement every 6 months or you're smoked. When I check my timestamps in micros and see where my competitors are placed, like hell one of them are in Windows. Not a chance. Maybe in 2001-2002, but no way now.