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Comment by bluGill

3 days ago

HFT would love to do more complex calculations for some of their trades. They often make the compromise of using a faster algorithm that is known to be right only 60% of the time vs the better but slower algorithm that is right 90% of the time.

That is a different problem from yours though and so it has different considerations. In some areas I/O dominates, in some it does not.

In a perfect world, maximizing (EV/op) x (ops/sec) should be done for even user software. How many person-years of productivity are lost each year to people waiting for Windows or Office to start up, finish updating, etc?