Why is bloomberg so freaking fast?

@gmst:

This guy's hilarious.

Quote from hftvol (http://www.elitetrader.com/vb/showthread.php?threadid=257415&perpage=6&pagenumber=7):

So, after you vectorize your back test how are you gonna handle conditional branches? You basically can only vectorize what is repetitive. Anything else you need to loop through. By the way I process backtesting code inside loops at a rate of about 5-6 ticks per second which pretty much blows away any vectorized code you could write in amibroker or R or matlab. I heavily peruse concurrency and parallelization an I run everything in C#. I have not even hit the ceiling I could easily outsource certain matrix computations in some of my correlation strategies to a GPU. So much to c# not being up for the task.
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Last I know, 5-6 ticks per second = 1 tick per 180 milliseconds. Some "hft" indeed.
 
Quote from misaki:

@gmst:

This guy's hilarious.



Last I know, 5-6 ticks per second = 1 tick per 180 milliseconds. Some "hft" indeed.
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Got to be a typo on HFT's part.
 
Quote from hftvol:

I do not need to read directions because unlike you, the IT tool who needs to go to bbg for schooling, I traded at citi which is in the same building and jpm which is right around the corner.
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You have no idea how hilarious that lie is.
 
Quote from misaki:

@gmst:

This guy's hilarious.

Last I know, 5-6 ticks per second = 1 tick per 180 milliseconds. Some "hft" indeed.
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HAHA.

Yes, I was trying hard to not take him seriously, but finally I got enough of him. He has been trolling non-stop from Monday onwards.

He ruined this thread as well. Btw, thanks for the link. I will read that thread - sounds interesting.
 
Quote from gmst:

HAHA.

Yes, I was trying hard to not take him seriously, but finally I got enough of him. He has been trolling non-stop from Monday onwards.

He ruined this thread as well. Btw, thanks for the link. I will read that thread - sounds interesting.
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You're welcome. ;)
 
Obviously it was. From the context it should have been clear that it referred to millions. That includes deserialization and a full merge-sort algorithm that handles multi symbol feeds. I have not seen such numbers at tickzoom, any event processing engine nor kdb but then I am not a k expert. And it referred to the testing and profiling engine in comparison with matlab, r, or other vectorized engines without the slightest regard to hft.

Quote from MattSF:

Got to be a typo on HFT's part.
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Cant compare Amibroker to Bloomberg.

AB is pretty much a one man show , no? And its not a full blown information terminal.

Suspect 95% of bloomberg get done on the server side.

AB is very fast even doing everything on the users pc.
 
Quote from stock777:

Cant compare Amibroker to Bloomberg.

AB is pretty much a one man show , no? And its not a full blown information terminal.

Suspect 95% of bloomberg get done on the server side.

AB is very fast even doing everything on the users pc.
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Yeah, BB is a full blown professional terminal for larger firms and pretty pricey, around $1700/month.

AFAIK, AB is a three men show. Anyway I just love its power and speed.
 
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