In 2004 [a big investment bank I worked at] had a high frequency liquidity taking FX strategy where the only signal was order book imbalance, and it made *a lot* of money.https://twitter.com/quantian1/status/1376901887245615110 …
-
-
you are right but also: some of us do not have a choice
-
stop the world is not good for mm strategies. liquidity taking is less consequential
- Show replies
New conversation -
-
-
There's a wonderful StackOverflow post about someone trying to avoid GC pauses in a Java-based game. The solution turned out to be manually managing memory by storing things in a Array of Objects. I think about it every time clang++ spits out a four page template error
-
simply allocate {entire machine memory} at startup and be very careful
- Show replies
New conversation -
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.

still do their high frequency trading in Java which means you suddenly need to care about allocations and garbage collection pauses and you spend a lot of time thinking about JVM internals.
If you are thinking "they should just not use Java" then yes, you are right