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Editorial Team
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Asked: 2026-05-15T10:08:22+00:00

I am building a trading portfolio management system that is responsible for production, optimization,

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I am building a trading portfolio management system that is responsible for production, optimization, and simulation of non-high frequency trading portfolios (dealing with 1min or 3min bars of data, not tick data).

I plan on employing Amazon web services to take on the entire load of the application.

I have four choices that I am considering as language.

  1. Java
  2. C++
  3. C#
  4. Python

Here is the scope of the extremes of the project scope. This isn’t how it will be, maybe ever, but it’s within the scope of the requirements:

  • Weekly simulation of 10,000,000 trading systems.
  • (Each trading system is expected to have its own data mining methods, including feature selection algorithms which are extremely computationally-expensive. Imagine 500-5000 features using wrappers. These are not run often by any means, but it’s still a consideration)
  • Real-time production of portfolio w/ 100,000 trading strategies
  • Taking in 1 min or 3 min data from every stock/futures market around the globe (approx 100,000)
  • Portfolio optimization of portfolios with up to 100,000 strategies. (rather intensive algorithm)

Speed is a concern, but I believe that Java can handle the load.

I just want to make sure that Java CAN handle the above requirements comfortably. I don’t want to do the project in C++, but I will if it’s required.

The reason C# is on there is because I thought it was a good alternative to Java, even though I don’t like Windows at all and would prefer Java if all things are the same.

Python – I’ve read somethings on PyPy and pyscho that claim python can be optimized with JIT compiling to run at near C-like speeds… That’s pretty much the only reason it is on this list, besides that fact that Python is a great language and would probably be the most enjoyable language to code in, which is not a factor at all for this project, but a perk.

To sum up:

  • real time production
  • weekly simulations of a large number of systems
  • weekly/monthly optimizations of portfolios
  • large numbers of connections to collect data from

There is no dealing with millisecond or even second based trades. The only consideration is if Java can possibly deal with this kind of load when spread out of a necessary amount of EC2 servers.

Thank you guys so much for your wisdom.

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1 Answer

  1. Editorial Team

    I would pick Java for this task. In terms of RAM, the difference between Java and C++ is that in Java, each Object has an overhead of 8 Bytes (using the Sun 32-bit JVM or the Sun 64-bit JVM with compressed pointers). So if you have millions of objects flying around, this can make a difference. In terms of speed, Java and C++ are almost equal at that scale.

    So the more important thing for me is the development time. If you make a mistake in C++, you get a segmentation fault (and sometimes you don’t even get that), while in Java you get a nice Exception with a stack trace. I have always preferred this.

    In C++ you can have collections of primitive types, which Java hasn’t. You would have to use external libraries to get them.

    If you have real-time requirements, the Java garbage collector may be a nuisance, since it takes some minutes to collect a 20 GB heap, even on machines with 24 cores. But if you don’t create too many temporary objects during runtime, that should be fine, too. It’s just that your program can make that garbage collection pause whenever you don’t expect it.

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