Fascinating application of the language and a terrific write-up. I would presume a GC language would normally be a disqualifying factor in real-time trading, but I think I'm coughing up some premature optimization, especially with what looks like a pretty beefy rig. Congratulations though, this is spectacular.
Yeah, I never really looked a GC. Most of my trades take at least 500ms+ round trip. It's more in the latency to the broker and getting confirmations that I've been trying to tighten up. At least that's what I'm seeing right now.
I guess my presumption was that algorithmic trading was a very tight feedback loop, with as many controlled variables (i.e., GC) as possible, so I think it just subverted some of my misplaced expectations.
