c++ - What grid distributed computing frameworks are currently favoured for trading systems -


There are some grid computing frameworks, but which are actually being used on any large scale low latency distribution For the purpose of calculating investment banking? I would be interested in answering to cover windows, linux and cross platforms. Besides, is the RPC mechanism being the most preferred?

I have heard that due to low latency and speed, the calculation is often written in C ++ / C because the calculations that are running on VM are many orders that are slow compared to the native code Does a normal scenario appear in practice? For example, is the NIT grid framework written in native C ++ / C running?

Some guidelines (in fact

  • GPU
  • Since

    computational intensive fanial operations (like Monte Carlo pricing) are usually heavy parallel.


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