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/

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.

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/

D is awesome for HFT. I work in a small Quant + HFT firm (6 people) and we actually migrated our entire in-house trading stack from C++ to D.

Reasons:
1. Writing low latency software is severely dependent on tinkering and trying out hundreds of things to figure out what works and what doesn't. D with its fast compile time and much better error messages *really* helps here.

2. Compile time stuff. When shooting for low latency with a very large set of features (eg: supporting multiple exchanges in trading), D's compile time metaprogramming is so much easier than C++ that the amount of code reused is significantly higher (all without runtime cost).

3. Easier to write the same stuff than C++. 80% of trading code is not performance critical. 20% is. D's GC and high level of conviviality makes it so much easier to write the 80% non-critical part. And when performance is needed, the GC can be disabled and use manual memory management. Works like a charm.

I think these reasons would apply to many other fields (eg: gaming?). I have experience with it in HFT and I vouch for D's efficacy as a productive high-performance programming language.

Saurabh

On Saturday, 28 November 2015 at 09:22:48 UTC, Saurabh Das wrote:
> 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/
>
> D is awesome for HFT. I work in a small Quant + HFT firm (6 people) and we actually migrated our entire in-house trading stack from C++ to D.

This sounds interesting! Would you be willing to write a blog post on your experiences with this, or even better give a talk a DConf ;)?

On Monday, 30 November 2015 at 04:06:07 UTC, Jack Stouffer wrote:
> This sounds interesting! Would you be willing to write a blog post on your experiences with this, or even better give a talk a DConf ;)?

I definitely want to write about my experiences - but there is just too much happening currently. Hopefully in December when there's a bit of down-time.

Nothing we've done is revolutionary so I am unsure whether it's interesting enough content for a DConf talk.

On Monday, 30 November 2015 at 04:16:10 UTC, Saurabh Das wrote:
> On Monday, 30 November 2015 at 04:06:07 UTC, Jack Stouffer wrote:
>> This sounds interesting! Would you be willing to write a blog post on your experiences with this, or even better give a talk a DConf ;)?
>
> I definitely want to write about my experiences - but there is just too much happening currently. Hopefully in December when there's a bit of down-time.
>
> Nothing we've done is revolutionary so I am unsure whether it's interesting enough content for a DConf talk.

I would consider it very interesting - much more than enough. I hope to hear more about it at DConf.

On 11/30/2015 05:12 AM, Dominikus Dittes Scherkl wrote:
> On Monday, 30 November 2015 at 04:16:10 UTC, Saurabh Das wrote:
>> On Monday, 30 November 2015 at 04:06:07 UTC, Jack Stouffer wrote:
>>> This sounds interesting! Would you be willing to write a blog post on
>>> your experiences with this, or even better give a talk a DConf ;)?
>>
>> I definitely want to write about my experiences - but there is just
>> too much happening currently. Hopefully in December when there's a bit
>> of down-time.
>>
>> Nothing we've done is revolutionary so I am unsure whether it's
>> interesting enough content for a DConf talk.
>
> I would consider it very interesting - much more than enough. I hope to
> hear more about it at DConf.

Let me just say that Experience Reports have been a very successful topic at DConf. -- Andrei

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/
I've been developing trading systems on C++ for years and, in my opinion, yes, D seems to be one of the best suited languages for such projects.