Welcome, Guest. Please Login or Register
Algorithmic Trading Forum
 
  HomeHelpSearchLoginRegister  
 
Poll Poll
Question: What is the language of choice for trading strategies?

Java  
  10 (23.2%)
C/C++  
  10 (23.2%)
C#  
  8 (18.6%)
VBA  
  1 (2.3%)
Python  
  3 (6.9%)
Proprietary packages  
  1 (2.3%)
It is not listed here... Add below  
  7 (16.2%)
Matlab  
  3 (6.9%)




Total votes: 43
« Last Modified by: Co0olCat on: 08/06/08 at 21:17:12 »

Pages: 1 2 
Send Topic Print
The best language of choice for trading strategies (Read 29995 times)
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
The best language of choice for trading strategies
06/25/08 at 15:07:37
 
Help us to find the best language of choice for traiding strategies...
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: The best language of choice for trading strategies
Reply #1 - 06/29/08 at 11:37:09
 
You can post any unlisted alternatives here...
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Maltamir
Newbie
*
Offline

I like this forum !

Posts: 36
Paris
Gender: male
'R' is the best language for statistical trading
Reply #2 - 06/30/08 at 22:26:15
 
I know a fund manager using 'R' to develop its algo, saying its faster than any other ! It is a purelly mathematical and statistical sintax.
Do you know some of yours developing with 'R' ?

Visit 'R' Projet Website...http://www.r-project.org/index.html
Back to top
 
 
  IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 181
Sydney
Gender: male
Re: The best language of choice for trading strategies
Reply #3 - 07/01/08 at 09:34:26
 
'R' is great for prototyping, but I would not use in any large-scale trading system in production.
Back to top
 
 

"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
Baltar
Newbie
*
Offline



Posts: 11
Tokyo
Gender: male
Re: The best language of choice for trading strategies
Reply #4 - 07/06/08 at 19:00:47
 
For rapid prototyping, how about a Complex Event Processing (CEP) language like Corel8 CCL http://www.coral8.com/products/ccl.html?
Back to top
 
 
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: The best language of choice for trading strategies
Reply #5 - 07/06/08 at 20:15:29
 
I am working on CEP as we are speaking. Corel8 looks to be promising. Could somebody with actual experience comment on Corel8 and how user/programmer-friendly this language is? Debugging? Compiling? Performance...

Thank you.

Regards,
T.
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Baltar
Newbie
*
Offline



Posts: 11
Tokyo
Gender: male
Re: The best language of choice for trading strategies
Reply #6 - 07/07/08 at 02:00:00
 
Co0olCat wrote on 07/06/08 at 20:15:29:
...Could somebody with actual experience comment on Corel8 and how user/programmer-friendly this language is? Debugging? Compiling? Performance...


Well, I may not have any actual experience with Corel8 Smiley but a friend of mine was evaluating it very recently.  He said it was extremely fast, but the downside was that, when he wanted to do something a little outside of the norm, it was difficult.  I believe the developer evaluation is free to download if anyone wants to try it.  I'd be interested in how easy/difficult it would be to write language extensions or plugins in C++.
Back to top
 
 
  IP Logged
Baltar
Newbie
*
Offline



Posts: 11
Tokyo
Gender: male
Re: The best language of choice for trading strategies
Reply #7 - 07/13/08 at 08:23:45
 
How about some core component libraries written in C++ for performance, and tied together with a scripting language like Python?  (I mention this because I know a quant desk at a major bank does exactly this very successfully.)
Back to top
 
 
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: The best language of choice for trading strategies
Reply #8 - 07/13/08 at 08:36:59
 
It is a good idea as long as one can avoid "bottleneck" of data transmission from one wrapped routine to another. This is the problem of R. Each routine is very fast and efficient. But the moment when one starts to combine them the overall speed is very slow. Another problem is memory limits of wrapped routines. Again, on the example of R one can see that reaching upper limit is not that difficult.
How it is handled in Python? How does compiling help to improve performance?
Back to top
 
« Last Edit: 07/13/08 at 12:19:11 by Algo Designer »  

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Algo Designer
Forum Administrator
*****
Offline

Nihil desperandum

Posts: 181
Sydney
Gender: male
Re: The best language of choice for trading strategies
Reply #9 - 07/13/08 at 12:17:29
 
Another interesting combination could be Java for performance and Groovy for the flexibility of scripting. Groovy is a modern agile OO language with a fantastic support and great API.

For those interested, Groovy console can be launched in minutes by using Java WebStart technology from the following page:

http://docs.codehaus.org/display/GROOVY/WebStart
Back to top
 
 

"Success is the sum of small efforts, repeated day in and day out..."
  IP Logged
Z
Newbie
*
Offline

Reality is not your
friend.

Posts: 8
London
Gender: male
Re: The best language of choice for trading strategies
Reply #10 - 07/31/08 at 06:13:11
 
I am glad Java is winning!!!  ;D

I am also very glad (especially for the support people) that there are ZERO votes for VBA!

I'd say I am a bit suprised that some people write "Trading Strategies" in C#... Completely client-side?!? (Oh-oh!) Or do people run those on NT servers (even a bigger Oh-Oh!!!)
Back to top
 
 
  IP Logged
sany
Newbie
*
Offline

The only true wisdom
is in knowing you
know nothin

Posts: 6
Greenwich, CT
Gender: male
Re: The best language of choice for trading strategies
Reply #11 - 08/06/08 at 21:14:29
 
I can't believe that Matlab is not even mentioned Smiley

Matlab by far is one of the fastest prototyping language. It has very comprehensive set of function: statistics, optimization, NN, database, IO, etc.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=18854&o...

http://www.mathworks.com/industries/finance/
http://www.matlabtrader.com/
Back to top
 
 

"However beautiful the strategy, you should occasionally look at the results." - Churchill
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: The best language of choice for trading strategies
Reply #12 - 08/06/08 at 21:19:15
 
sany wrote on 08/06/08 at 21:14:29:
I can't believe that Matlab is not even mentioned Smiley

Matlab by far is one of the fastest prototyping language. It has very comprehensive set of function: statistics, optimization, NN, database, IO, etc.

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=18854&o...

http://www.mathworks.com/industries/finance/
http://www.matlabtrader.com/


We are well aware of Matlab   Smiley
You can now vote for Matlab
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
sany
Newbie
*
Offline

The only true wisdom
is in knowing you
know nothin

Posts: 6
Greenwich, CT
Gender: male
Re: The best language of choice for trading strategies
Reply #13 - 08/06/08 at 21:29:41
 
I can't vote for Matlab, since I already voted for C# Smiley
Back to top
 
 

"However beautiful the strategy, you should occasionally look at the results." - Churchill
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: The best language of choice for trading strategies
Reply #14 - 08/06/08 at 21:48:33
 
Matlab was "my weapon of choice" for prototyping before R. Which was recently replaced with Python. This "snake" can debug, compile and call all R functions...   Cool
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
Pages: 1 2 
Send Topic Print