Performance of C++ vs Virtual Machine languages in high frequency finance

Question

I thought the C/C++ vs C#/Java performance question was well trodden, meaning that I\'d read enough evidence to suggest that the VM languages are not necessarily any slower

Answer 1

Nikie wrote: “Could you explain what you can do with C++ threads and not with e.g. .NET threads?”

Threading with .Net could perform virtually everything C++ threading can, except:

1. Efficient execution of COM-encapsulated binary code. For examples, sensitive algorithms that might have to be kept secret from application developers. (Might be relevant in HFT)
2. Creation of lean threads that do not exhaust system resources with chunky building blocks – wrapped OS APIs and synchronization & signaling OS primitives. (Extremely relevant with parallel algorithms for time-optimization of performance in HFT)
3. Scaling up the throughput of a business process application 10 or more times on the same hardware and with the same latency. (Not relevant in HFT)
4. Scaling up 100 and more times the number of concurrently handled user interactions per unit of hardware. (Not relevant in HFT)

Using more CPU cores cannot fully compensate exhausting of system resources by the building blocks of .Net since more CPU cores are a guarantee for appearance of memory contention.