Is D ready for quants?

Laeeth Isharc via Digitalmars-d digitalmars-d at puremagic.com
Fri Nov 27 16:42:01 PST 2015


On Friday, 27 November 2015 at 23:26:27 UTC, karabuta wrote:
> This question came into mind when I read this 
> http://www.makeuseof.com/answers/which-programming-language-is-used-to-build-a-financial-trading-platform/

Quant is a big domain these days, and I don't think there is one 
answer to that question - it depends specifically on what you 
want to do, what resources you have to hand, and what your 
constraints are.

Andy Smith used D successfully at one of the largest and most 
respected hedge funds there is.  See his dconf 2015 talk.  And I 
myself am using D (helped by a couple of people from the 
community) for analytics within the financial area.

When they are ready they will be used to manage a decent pot of 
capital.  I have the advantage of not having a large existing 
legacy code base or many other systems that I will need to hook 
into.  There has been a bit of a price to pay to wrap libraries 
and APIs that I needed, but as Andy Smith says - it's actually 
strangely pleasurable when you get in the groove (for a C API), 
and in the beginning one learns more about the language by doing 
so.  It's also a price you pay once and upfront (until they break 
the API in the next release, at least), and so it was something I 
could bear given I was the customer as well as the programmer.  
There are many larger corporate environments where this kind of 
delay or extra work wouldn't be acceptable, because people want 
results and now, and the short-term focus doesn't lend itself on 
picking the best tool for the longer-term.  So people in that 
situation must consider their constraints carefully when making a 
decision.

The CTO of one decent sized hedge fund told me that a few years 
ago it would have been tough to accept using a language that 
wasn't widely used.  He said today increasingly the theme from 
other CTOs he speaks to is that there is more pragmatism and a 
receptivity to different choices.  Languages then become adopted 
internally when one guy has some success with something new and 
becomes an evangelist for it.






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