best language for quantiative finance? C, D, Fortran,python etc.

Discussion in 'Automated Trading' started by Batman28, Jun 1, 2006.

which language..

  1. C, C++, C#

    40 vote(s)
    38.1%
  2. Python

    17 vote(s)
    16.2%
  3. Delphi

    6 vote(s)
    5.7%
  4. Java

    12 vote(s)
    11.4%
  5. Pascal

    3 vote(s)
    2.9%
  6. C#

    11 vote(s)
    10.5%
  7. D

    0 vote(s)
    0.0%
  8. Perl

    4 vote(s)
    3.8%
  9. other

    9 vote(s)
    8.6%
  10. your own..

    3 vote(s)
    2.9%
  1. #131     Jun 4, 2006
  2. My logic behind using Python first is due to dealing with data. When I first started moving out of TS / WL environment, I had a hard time dealing with classes, array(queue, arraylist... etc. etc.), and datatypes. Python interprets much of what's needed and lets you concentrate on the control structures of reading/writing data.

    So basically what I am saying is, Python is easier and more straight forward when it comes to "duplicating WL and TS testing engine" capabilities than C#/Java.

    After that, it comes down to automated order execution. I find that most FCM and retail brokers have a stronger support towards C# and Java than Python. So if that is required I would start learning them. Also, by the time the programmer is comfortable with Python, I think it's a faster/easier transition. Also, there's IronPython / Jython to make things much more easier.

    Finally with C/C++, it's when you need heavy computer power and speed... more-so full control of the whole "system" you are dealing with.

    I basically learn new technical skills when there is a necessity. So I stuck to my own experience and recommended it the way I feel is best.
     
    #132     Jun 5, 2006