we must be entering a new lunar cycle LOL Python is the future, deal with it. No more crappy C++ and .NET crapware, Java is heading the same way, that is to the garbage bin eventually.
yes of course it is, exactly in the same way than Ruby and patrons. I will join the train when we get there. Before that please feel free to continue telling everyone how whole investment bank's algorithmic trading framework was coded in Python. Moron!!! Anyway just wanted to drop by to let you know that I found your other contributions or else at least one of your brethren.
LOL, yes please go harass that poor guy on his blog, it's going to be hilarious to watch, you psycho !!!
great verbal repertoire: psycho is all you know? You pepper ever comment of yours, whether addressing me or anyone else. So, how is your OMS in python coming along? Care to update all of us?
volpunter, you're missing a big point here mike from quantstart actually knows what he's talking about... when he describes a system in python he points out the limitations of such a system... and he also includes systems build on C++ in his page... and has a book on C++ for quant finance... Im actually expecting to read a few upcoming posts on CUDA-C on his site and... I've used more than 1 of his designs as a blue print for early versions of my own tools.
True to the point that he posts code and shares ideas. Still he seems to be extremely Python centric which really does not suit itself to the heavy lifting of strategy design and testing which by its very definition heavily involves backtesting. Neither is R the tool of choice for this task. I was just wondering because both seem to want to utilize Python in a tool for all trades kind of way. But you are right Mike at quantstart definitely seems to know what he is talking about.
Python & R are great for data analysis and prototyping but tgey don't have the performance or memory optimization needed for a production system.
of course they do, not everyone is doing analysis for HFTers, again, there are Python and Java OMS in production, not only C++