Why Not Java or Python for Low-Latency Trading?
Why HFT firms build their hot path in C++ instead of Java or Python: garbage-collection pauses, JIT warm-up, interpreter overhead, and why tail latency matters more than average speed.
· 9 min read
The QuantPact Blog
Practical writing on quantitative finance for software engineers: backtesting, statistical arbitrage, market microstructure, ML for markets and low-latency C++.
From Software Engineer to Quant: What Actually Changes
You already ship production code. Here's what changes when that code has to make trading decisions — and the skills that transfer straight across.
· 3 min read