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I am going to build a trading system and use with the broker "Interactive Broker" API.
The API supports C++ Socket, Java Socket, DDE, Active X APIs in Windows.
The API supports Java Socket API, Posix C++ Socket API in Unix kind like Ubuntu.

My trading system has some real time long calculations to do and a lot of maths for backtest. I am using a retail trading program Amibroker which is written in C++ and I run it in windows xp 32 bits, it will take me days to do one serious backtest with my G620 Sandy Bridge CPU and 3GB of ram.

So for my trading system, I need to have 1. speed, 2. stability, 3. fast development

I have done some research, C++ is fastest but I am not good at it and it takes much longer time to develop. Other than C++, Java in linux has the best speed.

I also did some research for database and look like mysql has the best speed.

Netbeans should be the most popular Java IDE now and seem like its GUI design can be as easy as Virtual Studio now. I am not sure if made by Netbeans would affect the speed and if its GUI design is really that good and easy to use.

Ubuntu 64 bits LTS has good long term support, good community support, and stable.

I will buy a new computer if I can create a good trading system for live trading and backtest. Very likely I will buy a I7 or I5 depends on if I7 can really have better speed for my case.

Actually I mainly deal with C# in my jobs and I just knew java but not good at java. What would you guys recommend? Any better solution? This will be a big project and very likely life long project for me so I seriously do research including asking you guys before I start and focus on what I should, thanks!
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Asking that kind of question here is somewhat like asking what is the best sandwich or best political party. CP is somewhat Windows-centric so you will likely get answers biased towards some kind of Microsoft answer.

My advice is that if you are the main or sole developer, to think of the language and environment that you are most comfortable with and have had the most experience in, ... and use that. If your system is complex enough, you will have to call in all of your development and debugging experience. Hardware will not save you here. Programming language familiarity will likely win out over architecture.

Purchasing fancy hardware and tweaking configuration should be the last thing you do after your app is developed and working properly.
 
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[no name] 22-Jun-13 21:46pm    
yes, I will develop in my old laptop first, after I have finished then I will buy a new computer with latest hardwares.
[no name] 22-Jun-13 21:59pm    
I agree normally what a programmer gets used to like which language is the most important, but for trading system, speed and stability really mean so much and I will bid a big % of my money in it, so I rather spend more time to develop the best I can do while I will use this for life long.

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