One of the challenges of HFT systems is to minimize I/O latency. Whenever you want to write something to the disk or send something to the network you risk introducing latency in your critical thread. One solution for this problem … Continue reading →
One of the advantages of the Java language is that you do not need to deal with memory allocation and deallocation. Whenever you instantiate an object with the new keyword, the necessary memory is allocated in the JVM heap. The … Continue reading →
With the proliferation of multi-core processors and the high cost of collocation, it is tempting to run more than one critical application in the same machine using a thread affinity library to pin each application to its own isolated core. … Continue reading →
Below are the specs of the machine I am using for my benchmarks: Intel® Core™ i7-3770K Processor – 4 x 3.50GHz/8MB L3 Cache – Overclocked to 4.5GHz 8 GB [2 x 4 GB] DDR3-2133MHz ASRock Z77 Extreme4 Board 120 GB … Continue reading →