On Saturday, 22 March 2014 at 00:14:11 UTC, Daniel Davidson wrote:
On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote:
Walter,
I see that you will be discussing "High Performance Code Using
D" at the 2014 DConf. This will be a very welcomed topic for
many of us. I am a Finance Professor. I currently teach and
do research in computational finance. Might I suggest that
you include some finance (say Monte Carlo options pricing)
examples? If you can get the finance industry interested in D
you might see a massive adoption of the language. Many are
desperate for an alternative to C++ in that space.
Just a thought.
Best,
TJB
Maybe a good starting point would be to port some of QuantLib
and see how the performance compares. In High Frequency Trading
I think D would be a tough sell, unfortunately.
Thanks
Dan
Dan,
Why a tough sell? Please explain.
TJB
