SmartQuant正在将他们基于C#的Framework Port到C++平台上,难道C++才是王道? C++ Ultra-Low Latency Framework Crossplatform (Windows, Linux, Mac OS) algo-trading framework. Can be compiled under RTOS (Real Time OS) to guarantee low interrupt latency. Fast backtesting speed / Ultra-Low live trading latency. 5 million events per second processing speed on i7 CPU imply 0.2 microsecond (200 nanosecond) latency. Heavily multithreaded. Parallel multicore optimization. Cloud/cluster optimization. 35 million events per second optimization speed on i7 CPU with 4 physical (8 logical) cores. Native C++ (inlines, compiler/linker optimization, etc.). Object pools, ring buffers, non-locking event queues, atomic operations for multithreading, custom memory management and garbage collector. Qt framework. Inherits the best of SmartQuant C# framework. Allows rewriting critical parts from scratch taking into account ten years of (negative and positive) C# framework development and usage experience. http://www.smartquant.com/cpp.php