https://quantpact.com/blog Practical writing on quantitative finance for software engineers: backtesting, statistical arbitrage, market microstructure, ML for markets and low-latency C++. en https://quantpact.com/blog/no-java-or-python-for-low-latency-tradinghttps://quantpact.com/blog/no-java-or-python-for-low-latency-tradingWed, 04 Nov 2026 00:00:00 GMTWhy HFT firms build their hot path in C++ instead of Java or Python: garbage-collection pauses, JIT warm-up, interpreter overhead, and why tail latency matters more than average speed.c++hftlow latencyjavapythongarbage collection https://quantpact.com/blog/software-engineer-to-quant-what-changeshttps://quantpact.com/blog/software-engineer-to-quant-what-changesMon, 02 Nov 2026 00:00:00 GMTYou already ship production code. Here's what changes when that code has to make trading decisions — and the skills that transfer straight across.careerspythonbacktesting