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March 21, 2014 Walter's DConf 2014 Talks - Topics in Finance | ||||
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Walter, I see that you will be discussing "High Performance Code Using D" at the 2014 DConf. This will be a very welcomed topic for many of us. I am a Finance Professor. I currently teach and do research in computational finance. Might I suggest that you include some finance (say Monte Carlo options pricing) examples? If you can get the finance industry interested in D you might see a massive adoption of the language. Many are desperate for an alternative to C++ in that space. Just a thought. Best, TJB |
March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to TJB | On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote: > Walter, > > I see that you will be discussing "High Performance Code Using D" at the 2014 DConf. This will be a very welcomed topic for many of us. I am a Finance Professor. I currently teach and do research in computational finance. Might I suggest that you include some finance (say Monte Carlo options pricing) examples? If you can get the finance industry interested in D you might see a massive adoption of the language. Many are desperate for an alternative to C++ in that space. Heh, right before I read this, I stumbled across this snippet from Miguel De Icaza's blog from a couple months back, where he regretted using C++ to build Moonlight, their Silverlight implementation: "But this would not be a Saturday blog post without pointing out that Cairo's C-based API is easier and simpler to use than many of those C++ libraries out there. The more sophisticated the use of the C++ language to get some performance benefit, the more unpleasant the API is to use. The incredibly powerful Antigrain sports an insanely fast software renderer and also a quite hostile template-based API. We got to compare Antigrain and Cairo back when we worked on Moonlight. Cairo was the clear winner. We built Moonlight in C++ for all the wrong reasons ("better performance", "memory usage") and was a decision we came to regret. Not only were the reasons wrong, it is not clear we got any performance benefit and it is clear that we did worse with memory usage. But that is a story for another time." http://tirania.org/blog/archive/2014/Jan-04.html |
March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to Joakim | On Friday, 21 March 2014 at 21:30:29 UTC, Joakim wrote:
> Heh, right before I read this, I stumbled across this snippet from Miguel De Icaza's blog from a couple months back, where he regretted using C++ to build Moonlight, their Silverlight implementation:
>
> "But this would not be a Saturday blog post without pointing out that Cairo's C-based API is easier and simpler to use than many of those C++ libraries out there. The more sophisticated the use of the C++ language to get some performance benefit, the more unpleasant the API is to use.
>
> The incredibly powerful Antigrain sports an insanely fast software renderer and also a quite hostile template-based API.
>
> We got to compare Antigrain and Cairo back when we worked on Moonlight. Cairo was the clear winner.
>
> We built Moonlight in C++ for all the wrong reasons ("better performance", "memory usage") and was a decision we came to regret. Not only were the reasons wrong, it is not clear we got any performance benefit and it is clear that we did worse with memory usage.
>
> But that is a story for another time."
> http://tirania.org/blog/archive/2014/Jan-04.html
That is a really strange argument. Let's break it down into stages.
1. Use C++ for better performance.
2. Find C++ library with better performance, but it's ugly.
3. Use C library in C++ instead because it's less ugly.
4. Conclude that C++ can't deliver better performance.
That is really weak. This is why the industry needs salvation from C++ with D. It would mostly be then, "Oh it has better performance with these template things... and it's not a pain in the ass to use."
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March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to w0rp | Am 21.03.2014 22:39, schrieb w0rp:
> On Friday, 21 March 2014 at 21:30:29 UTC, Joakim wrote:
>> Heh, right before I read this, I stumbled across this snippet from
>> Miguel De Icaza's blog from a couple months back, where he regretted
>> using C++ to build Moonlight, their Silverlight implementation:
>>
>> "But this would not be a Saturday blog post without pointing out that
>> Cairo's C-based API is easier and simpler to use than many of those
>> C++ libraries out there. The more sophisticated the use of the C++
>> language to get some performance benefit, the more unpleasant the API
>> is to use.
>>
>> The incredibly powerful Antigrain sports an insanely fast software
>> renderer and also a quite hostile template-based API.
>>
>> We got to compare Antigrain and Cairo back when we worked on
>> Moonlight. Cairo was the clear winner.
>>
>> We built Moonlight in C++ for all the wrong reasons ("better
>> performance", "memory usage") and was a decision we came to regret.
>> Not only were the reasons wrong, it is not clear we got any
>> performance benefit and it is clear that we did worse with memory usage.
>>
>> But that is a story for another time."
>> http://tirania.org/blog/archive/2014/Jan-04.html
>
> That is a really strange argument. Let's break it down into stages.
>
> 1. Use C++ for better performance.
> 2. Find C++ library with better performance, but it's ugly.
> 3. Use C library in C++ instead because it's less ugly.
> 4. Conclude that C++ can't deliver better performance.
>
> That is really weak. This is why the industry needs salvation from C++
> with D. It would mostly be then, "Oh it has better performance with
> these template things... and it's not a pain in the ass to use."
I would take Miguel's comments about C++ with a grain of salt.
Back when I participated in Gtkmm (early 200x), there were the occasional C++ bashes coming from the Gtk+ guys and Miguel was never found of C++.
--
Paulo
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March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to w0rp | On Friday, 21 March 2014 at 21:39:54 UTC, w0rp wrote:
> On Friday, 21 March 2014 at 21:30:29 UTC, Joakim wrote:
>> Heh, right before I read this, I stumbled across this snippet from Miguel De Icaza's blog from a couple months back, where he regretted using C++ to build Moonlight, their Silverlight implementation:
>>
>> "But this would not be a Saturday blog post without pointing out that Cairo's C-based API is easier and simpler to use than many of those C++ libraries out there. The more sophisticated the use of the C++ language to get some performance benefit, the more unpleasant the API is to use.
>>
>> The incredibly powerful Antigrain sports an insanely fast software renderer and also a quite hostile template-based API.
>>
>> We got to compare Antigrain and Cairo back when we worked on Moonlight. Cairo was the clear winner.
>>
>> We built Moonlight in C++ for all the wrong reasons ("better performance", "memory usage") and was a decision we came to regret. Not only were the reasons wrong, it is not clear we got any performance benefit and it is clear that we did worse with memory usage.
>>
>> But that is a story for another time."
>> http://tirania.org/blog/archive/2014/Jan-04.html
>
> That is a really strange argument. Let's break it down into stages.
>
> 1. Use C++ for better performance.
> 2. Find C++ library with better performance, but it's ugly.
> 3. Use C library in C++ instead because it's less ugly.
> 4. Conclude that C++ can't deliver better performance.
>
> That is really weak. This is why the industry needs salvation from C++ with D. It would mostly be then, "Oh it has better performance with these template things... and it's not a pain in the ass to use."
The removal of pain points is indeed, in my mind, the main issue. :-)
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March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to TJB | On 3/21/2014 2:14 PM, TJB wrote:
> I see that you will be discussing "High Performance Code Using D" at the 2014
> DConf. This will be a very welcomed topic for many of us. I am a Finance
> Professor. I currently teach and do research in computational finance. Might I
> suggest that you include some finance (say Monte Carlo options pricing)
> examples? If you can get the finance industry interested in D you might see a
> massive adoption of the language. Many are desperate for an alternative to C++
> in that space.
It's a good thought, but I have zero knowledge of how C++ is used for high frequency trading.
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March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to Walter Bright | On Friday, 21 March 2014 at 22:28:36 UTC, Walter Bright wrote:
> On 3/21/2014 2:14 PM, TJB wrote:
>> I see that you will be discussing "High Performance Code Using D" at the 2014
>> DConf. This will be a very welcomed topic for many of us. I am a Finance
>> Professor. I currently teach and do research in computational finance. Might I
>> suggest that you include some finance (say Monte Carlo options pricing)
>> examples? If you can get the finance industry interested in D you might see a
>> massive adoption of the language. Many are desperate for an alternative to C++
>> in that space.
>
> It's a good thought, but I have zero knowledge of how C++ is used for high frequency trading.
I would be happy to help you with an option pricing example that
is commonly used. Let me know if you are interested.
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March 21, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to Walter Bright | On Friday, 21 March 2014 at 22:28:36 UTC, Walter Bright wrote:
> It's a good thought, but I have zero knowledge of how C++ is used for high frequency trading.
Reading through the Wikipedia article on Computational Finance, it looks like it's basically performing simulations where some data is known but other is not. Random numbers are generated for the unknown data and the simulations are run several times to find the range of possible outcomes given the known values.
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March 22, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to TJB | On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote:
> Walter,
>
> I see that you will be discussing "High Performance Code Using D" at the 2014 DConf. This will be a very welcomed topic for many of us. I am a Finance Professor. I currently teach and do research in computational finance. Might I suggest that you include some finance (say Monte Carlo options pricing) examples? If you can get the finance industry interested in D you might see a massive adoption of the language. Many are desperate for an alternative to C++ in that space.
>
> Just a thought.
>
> Best,
>
> TJB
Maybe a good starting point would be to port some of QuantLib and see how the performance compares. In High Frequency Trading I think D would be a tough sell, unfortunately.
Thanks
Dan
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March 22, 2014 Re: Walter's DConf 2014 Talks - Topics in Finance | ||||
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Posted in reply to Daniel Davidson | On Saturday, 22 March 2014 at 00:14:11 UTC, Daniel Davidson wrote:
> On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote:
>> Walter,
>>
>> I see that you will be discussing "High Performance Code Using D" at the 2014 DConf. This will be a very welcomed topic for many of us. I am a Finance Professor. I currently teach and do research in computational finance. Might I suggest that you include some finance (say Monte Carlo options pricing) examples? If you can get the finance industry interested in D you might see a massive adoption of the language. Many are desperate for an alternative to C++ in that space.
>>
>> Just a thought.
>>
>> Best,
>>
>> TJB
>
> Maybe a good starting point would be to port some of QuantLib and see how the performance compares. In High Frequency Trading I think D would be a tough sell, unfortunately.
>
> Thanks
> Dan
Dan,
Why a tough sell? Please explain.
TJB
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