Framework for testing of various java structures regarding performance.
Eg. comparison of arrays vs list.
Performance of structures is crucial when building software aiding algorithmic trading. In area of algorithmic trading, especially in high frequency trading. In high frequency trading (HFT) it is all about latency. Software which supports this kind of operations has to introduce lowest possible latency by itself.
Therefore analysing every possible element that may introduce latancy to algorithm is essential. Operations on structures (beside i/o operations - persistance as well as network communication) are typical places when improvements in performance should be looked for.
When analyzing this kind of operations typically following things should be thorougly analyzed:
- adding elements
- getting / searching elements
- removing elements
Additionally it's crucial how the structure behaves in multithreaded environment (locking).
That's first to algorithmic trading.
Categories
Algorithmic TradingFollow algorithmic trading testing
User Reviews
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I totally agree coping with latency is very important on financial markets where programmers are using every last tool and technical or functional trick, and continually inventing new ones, just to squeeze out every microsecond of performance. That's very competitive environment. Right now plans are good for this project. Let's see what will happen later! Let's tackle this algorithmic trading, high frequency trading and low latency staff together!