Completely understand why HFT must exist

Discussion in 'Automated Trading' started by nitro, Dec 22, 2011.

  1. nitro

    nitro

    I did a search on F# and found nothing on ET. I find that interesting. I have decided to dedicated myself to learning it. Seems very straightforward.

    let the |> fun begin
     
    #31     Jan 24, 2012
  2. Yes, it's quite surprising. It's not unknown in the industry, though. CS does all (?) of their modeling in it.

    It's very well suited for trading, and a joy to program in. It lends itself nicely to concurrent programming.
     
    #32     Jan 24, 2012
  3. All right, 5 sentences that don't explain anything. This is typical nitro.
     
    #33     Jan 24, 2012
  4. rosy2

    rosy2

    I wouldnt say CS does all there modeling in f#. For the functional crowd, I have seen ocaml, scala, erlang, and haskell used at well known firms. But no one just sits and uses one language anymore.
     
    #34     Jan 24, 2012
  5. Yes, I would assume so.

    However; they hired a team of F# programmers a few years back, and it is their main modeling language now.

    It's because of institutions like CS that F# moved beyond the research level at Microsoft.

    http://www.microsoft.com/casestudies/Case_Study_Detail.aspx?casestudyid=4000006794

    As a mathematician, I find F# very pleasant to use. Sadly, there are many programmers who seem determined to miss out on the joys of functional programming. Apparently too few have read SICP...
     
    #35     Jan 25, 2012
  6. I just want to clarify that I was referring to the GMAG London division of CS, as I was being imprecise earlier.
     
    #36     Jan 26, 2012
  7. nitro

    nitro

  8. #38     Jan 27, 2012
  9. it's because you're an ass.
     
    #39     Jan 27, 2012
  10. Nitro is likely autistic.
     
    #40     Jan 27, 2012