Best programming language for automated trading?

Discussion in 'Programming' started by Newmoney24, Jun 9, 2013.

  1. What do you think?
  2. That this is a ridiculous stupid question.
  3. Oh jeezus not this thread again.
  4. WD40


    Best programming language for automated trading? it is called BLSH.
  5. nitro


    In a distributed system communicating through sockets with a common binary protocol, all languages are possible. The question then should be rephrased, what is the best languge for:

    a: FIX/etc connections
    b: Feed handlers
    c: OrderManagerClient
    d: OrderManagerServer
    e: Business Logic
    f: Trading Logic
    g: Risk Manager

    I claim that perhaps C/C++ is the only thing that might be certain for #a (or specialized hardware), but as your progress up the software stack, just about any language is possible.

    For example, it is nearly certain that something like R is best for g. However, I would bet that Haskell or Scala, or my favorite, Prolog are best for #f, if the trading logic is anything but arbitrage. C#, Ruby, Python all great languages. Anything that supports building a DSL (to build a container vector language) is a great choice here. R is a great vector language. Extreme low latency trading systems probably require C or assembler, or perhaps no traditional programming language at all and something like Verilog!
  6. Pippi436


    Undoubtly, LCode. There is also a .NET implementation here.
  7. Eight


    It's more the Indian than the arrow. I'd go with a RISC processor and a programming environment tailored for building trading apps. I'd have to invent and build it all first though...
  8. Eight


    the guy at AMIBroker has a really good head start on this actually. He wrote something so compact that it uses only the processor's cache memory. That means it is incredibly fast. It's said to be capable as well. I've not used it but personally, my personal feeling that is.. about people that want to build everything from the ground up.. you gotta be nuts to do that..
  9. Absolutely NOT. Lolcode is not capable of properly following the twisted ideas of a trader. It is also WAY too complicated for a non-programmer, with keywords and such.

    BRAINFUCK - - is much simpler with only 8 commands existing (all a single symbol long) - no need to learn more. It also has equally well non-implementations for all major operating systems, putting windows and linux on equal footing. It also has similar level implementations for TradeStation, AmiBroker and NinjaTrader.

    Obviously, though, neither Lolcode nor Brainfuck are good or the aspiring trader as they miss a simple "makewinningtrade" command that would avoid loosing trades.

    Just look at the absolute elegant and wonderfulll sample program for "Hello World!":


    THAT is elegance.
    #10     Jun 9, 2013