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seen Aug 26 '11 at 20:19

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comment Why is C++ still a very popular language in quantitative finance?
"When each array element access checks the bounds and throws exceptions, you know you're leaking CPU cycles there." This is not true. JIT will remove plenty of array bound checks. Pure computational performance (ignoring memory allocation/deallocation) under .NET runtime (ignoring vectorization) is pretty close to the performance of raw C++.