Operating System Choice

lol, I already assumed you totally missed the topic of this thread, at least you also admit that now. Maybe you wanna open a new thread re open source software or projects as this is about Operating Systems.
Please learn to read: 50%+ of all sold servers were Windows based servers. 30-35% of servers in public domain are running Linux another 30-35% Windows OSs, again splitting the server market about in half between Linux and Windows. Basic research and data aggregation is really not that hard.

Ha, and why do you have an issue with the fact that Microsoft embraces open-source projects and technologies. You want to hold that against them? So has Apple. So did IBM, so did Oracle. Whats your problem with that? That is supposed to be MS's admission that their OS and technology stack is shit? I am not sure I understand what your point at this juncture.

And let me tell you something what I hear why a lot of corporations still want their IT teams to utilize .Net technologies. A lot of the open-source technologies and concepts are very promising but a) not fully proven yet because they did not exist long enough, but b) more importantly, with a lot of the open-source technologies you need to patch uncountable libraries and concepts together to get a working prototype. If you build on top of .Net you get a lot out of the box, a professional IDE, multiple languages that seamlessly integrate with other languages (be it OOP languages or web scripting languages), languages that are hugely supported by the wider community, a GUI language and huge user community (WPF and Silverlight), various database connectivity out of the box, among many others.
I am not down-talking some of the fantastic open-source technology which I also peruse, I am saying many corporations have a solid reason why to partner with Microsoft for many years to come.

Most servers come preinstalled with windows, however, they are often dumped for linux by sysadmins, unix-like OS's make up the majority of server market share in usage, but not in sales (many don't care to pay for red hat or suse, and simply just uninstall the default windows os to replace it with debian/ubuntu/centos):

http://w3techs.com/technologies/overview/operating_system/all

Most major corporations have their core back-end infrastructure based on open standards like java/unix-like systems for a reason, they can't afford to be dependent on a single proprietary provider for a single platform, in case anything goes wrong. There can be web clients, or clients made in .net, sure, but the core infrastructure is still mostly either java or c++ on a unix-like system.


Also, silverlight is dead (microsoft admits this), and only 14% of servers use IIS:

http://w3techs.com/technologies/overview/web_server/all

Also, c# is the sixth most popular language, behind, c (for embedded), java (mobile/servers), c++(high performance apps), objective-c (ios apps):

http://www.tiobe.com/index.php/content/paperinfo/tpci/index.html

Also, web-browsing states are now 25% and climbing for mobile (which means mostly android/ios and standards based html5 targeted sites):

http://en.wikipedia.org/wiki/Usage_share_of_web_browsers#StatCounter_.28July_2008_to_present.29


The days of IE-only activex websites are long gone, you're living in a time-warp from the early 2000s.
 
It is because MS is proprietary and cannot do all the things the tech/science world need. If you look at Top500 Supercomputers, almost all of them are based on Linux, or BSD or Unix. If you are doing code optimization, the best optimizing compilers for you to use is probably only open source like gcc, or llvm or open64. You may run these tools on Windows under a layer of simulation layer, for example, under Cygwin, but the performance and features are very bad.

So you can't be a supercomputer on windows? What does that have to do with trading? I also think you'll find that the VS2013 optimizer is more than a match for gcc, that is, if you actually compare them instead of simply assuming it's better because it's not Microsoft. Anyway, this thread is fucking stupid, you can do anything you need to on either OS, if people worried as much about their trading models as they did about which OS is cooler to use they wouldn't be spending so much time arguing about it on ET.
 
So you can't be a supercomputer on windows? What does that have to do with trading? I also think you'll find that the VS2013 optimizer is more than a match for gcc, that is, if you actually compare them instead of simply assuming it's better because it's not Microsoft. Anyway, this thread is fucking stupid, you can do anything you need to on either OS, if people worried as much about their trading models as they did about which OS is cooler to use they wouldn't be spending so much time arguing about it on ET.
right. this thread is fucking stupid. useless to ague which is better here on ET because clever ETers can do anything on anything. Why Linux or Wnidows? humans so mighty. enough to use just our brain. it is so stupid to see some hedge fund to build its own super hpc computer just for trading.
 
So, hold on, how do you then link your front-end with the backend (which you claimed you run on different operating systems)? You run a windows machine and then pub/sub between that and your linux machine? Now you run 2 OSs on different machines (because obviously you cant run both OSs concurrently on the same machine, at least not with additional effort, exponentially increasing your point of failures.).

And then I also do not understand, where specifically can you not "For serious guys doing a lot of heaving coding, scripting, code optimization, high-performance computing, data mining, etc, there is no other choice but Linux + other open source software coming together with a typical Linux distro."? Biggest horseshit ever. I bet with you if we compared pages, I would blow your whole trading architecture out of the water, I would blow your research platform out of the water, I would be able to better debug, profile, optimize code than you could, AND ALL THAT ON A PURE WINDOWS OS with heavy .NET usage involved. Of course do I also peruse open-source product, such as Redis, R, and the like.

Your statement alone that (I paraphrase) "on Linux you can do a lot of heavy coding and scripting than on a Windows OS" is totally ludicrous. All meaningful scripting languages are also fully supported on Windows and the overhead of scripting languages is nearly zero, so how does Windows pose a limitation?

The problem in threads like this is that there are too many wannabes and too few with true knowledge of the subject matter. I am still hoping to learn something meaningful but so far in this thread it has not occurred. (and in case you guys think the same about my posts, maybe this might be useful to all: KDB+ opened up its free-to use version by removing the timeouts, and limitation in its 32-bit version, and updating its contract wording to make it easier to use on a trial basis. Not sure everyone is aware of it, but maybe its interesting for those using columnar databases).



I use MS Windows as the front-end because my brokerage firm only supports Windows not Linux. I use Linux for all other activities in trading, backtesting, statistics, filtering, reporting, etc.
For serious guys doing a lot of heaving coding, scripting, code optimization, high-performance computing, data mining, etc, there is no other choice but Linux + other open source software coming together with a typical Linux distro.
 
I vote this as the most unintelligent post so far in this thread. Did you even try to answer his question???

And for your reference, a good C# coder with access to .Net 4.5 will cause serious headache even to the best C or C++ programmers as of today to come up basic math routines that run even just a bit faster than the C# version. Please go to Dr. Dobbs and read up on some of the C++/vs C# challenges/battles and you will be convinced my statement to be true. So, thanks, but no need for fancy optimizers when I can write excellent code in C# and the compiler does the rest. And have a read about the MS Roslyn project, I think it makes it clear that MS certainly embraces open-source at last as well, and that .Net is anything but dead but may for years going forward compete with any other form of integrated software development. Roslyn, if you learn more about it may even go as far as taking a serious stab at Python and Ruby.

It is because MS is proprietary and cannot do all the things the tech/science world need. If you look at Top500 Supercomputers, almost all of them are based on Linux, or BSD or Unix. If you are doing code optimization, the best optimizing compilers for you to use is probably only open source like gcc, or llvm or open64. You may run these tools on Windows under a layer of simulation layer, for example, under Cygwin, but the performance and features are very bad.
 
Per 2013 Nadaq ran its main matching engine, SIP, on Windows Server. If you have access to WSJ (http://online.wsj.com/news/articles/SB10001424052702304202204579256791508315638), else, http://www.computerworlduk.com/news...ver-2003/?intcmp=rel_articles;applctns;link_3

You draw incorrect conclusions from what you read about the Instinet purchase. By the way your second article does not mention Windows in A SINGLE WORD.


You're clearly living behind the times, I'm not aware what NASDAQ's matching engine was 10 years ago (there's no proof it was windows though), but 9 years ago it acquired instinet (based on linux) and dumped whatever it had of its own legacy platform to switch to instinet's platform.
It uses INET now and windows isn't mentioned at all anywhere by NASDAQ itself:

http://www.computerworld.com/s/article/101316/Nasdaq_to_Adopt_Instinet_s_Engine

http://www.pcadvisor.co.uk/news/sof...tre-concerns-rife-following-fresh-nasdaq-bid/

The main point is that there are no modern exchanges using windows anymore, because of scalability issues.
 
Per 2013 Nadaq ran its main matching engine, SIP, on Windows Server. If you have access to WSJ (http://online.wsj.com/news/articles/SB10001424052702304202204579256791508315638), else, http://www.computerworlduk.com/news...ver-2003/?intcmp=rel_articles;applctns;link_3

You draw incorrect conclusions from what you read about the Instinet purchase. By the way your second article does not mention Windows in A SINGLE WORD.

SIP is not matching engine - it is "slow" consolidated feed for dissemination of market information (securities information processor (SIP) - used by exchanges to consolidate quote and trade data before being sent out publicly) and is run (probably on purpose ) on outdated infrastructure facilitating latency arbitrage between direct feed and SIP feed
 
Per 2013 Nadaq ran its main matching engine, SIP, on Windows Server. If you have access to WSJ (http://online.wsj.com/news/articles/SB10001424052702304202204579256791508315638), else, http://www.computerworlduk.com/news...ver-2003/?intcmp=rel_articles;applctns;link_3

You draw incorrect conclusions from what you read about the Instinet purchase. By the way your second article does not mention Windows in A SINGLE WORD.

First of all, those articles don't serve to stress any positives of windows, but in case you missed this:

"Mr. Lazo said the exchanges have little incentive to upgrade the SIPs because they make additional fees by selling separate, higher-speed data feeds to banks, brokerage firms and other customers. Exchanges in the past have said the separate feeds serve different functions.
"

The SIP system has nothing to do with their order matching system, which is based on instinet's platform. Furthermore, they already do have separate a high-speed data feed for their private HFT clients (Which is based on instinet's platform, and is also used by other exchanges around the world that license this technology and have different regulations). This is just used for reporting to the regulated CQS, so it's not a core part of their actual modern trading architecture, just a legacy component, and it's being phased out anyway:

http://online.wsj.com/news/articles/SB10001424052702304549504579320754286900452
 
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