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Tales from a Trading Desk Blog Header


Visual Studio Async CTP3, GPU’s and HFT

Thu, 03 Nov 2011 05:10:59 GMT

I noticed a few days ago that Visual Studio Async CTP3 has been release. What’s nice about this release is that its Roslyn CTP ready. I’d be curious about any performance improvements in this CTP, coupled with is there’s been any additions due to the disruptor noise.

Changing direction a little, GPU-Accelerated Databases Envisioned by IBM Patent is curious. Should we expect something similar from Microsoft and the SQL Server team, given the C++ AMP effort?

Which leads me to another thought. Looking at the C++ 11 features that are supported in VS 2011, one can’t help but think its a small list :( Maybe the VC++ team could do with a few more developers to help improve the C++ 11 feature list – I’m sure the WinRT and Win8 Metro teams could spare a few.

Finally, Scila has an interesting article; Characteristics of High-Frequency Trading by Fredrik Henrikson.

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