I am currently working in a firm that does algo trading. We do all of our stuff in Java. And we do make money out of it. We have debates all the time whether we would have made more money with native or VHDL on network cards.
We don't do super high-frequency though we do more complicated trades. Even though we need to be the first. After working there for quite a while it interests me more to know if Java is popular in this area. (And since no one would talk in that field I would like to raise this issue here.)
From my experience I have noticed that it has a lot to do with the reliability of the exchange or the broker. If it is not very reliable (as in many exchanges in the world) a delay of 2 milisec would be much more significant than the language you choose. But still, how many do choose managed code?
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