167 karma · joined February 19, 2016
The language and its ideas come from Ken Iverson's famous paper "Notation as a Tool of Thought". This is a common understanding for people in the APL, K/J/Q etc array language communities, who are likely this website and product's intended audience.
Yeah I was interested to see the timeline but I'm not going through a spam wall to get it.
Most HFT algos are busy-spinning. You'll see a core pinned at 100% as it checks for input availability over and over. The vast majority of the time it is actually doing nothing, from an external point of view. When that tick appears that it needs to react to, it springs into action. It might react to some input in the range of a few hundred nano seconds but for literally billions of nanoseconds it's doing nothing at all.
Audio is processing a buffer of data (usually whatever your audio interface buffer is set to), then waits patiently until the next buffer arrives. There's a regular pulse to it. If your CPU isn't hurting, there's way more time between those buffers than are required to process them. The order of magnitude between work and 'not work' for HFT is huge compared to audio generally. HFT logic is simple, small and fast. Audio is hopefully complex if you paid good money for it. The best way to go fast is to do almost nothing.
In terms of the impact of not meeting a particular deadline, it's an opportunity cost in HFT. In audio, you get audio dropouts if you can't process it fast enough. In HFT, if your reaction time is slow, you're not at the front of the queue for that juicy trading opportunity you and everyone else just spotted, then you miss it entirely and someone else gets the prize. HFT is all about making thousands of small statistically favourable bets and being able to execute on them fast enough to realise the opportunity before the next fastest guy.
([]x?x:1000000)
Which gives a table of a million rows like: x
------
877095
265141
935540
49015
...If it was jail-breakable, that security was never there in the first place.