On Tuesday, 23 December 2014 at 03:07:10 UTC, Laeeth Isharc wrote:
At one very big US hf I worked with, the tools were initially
written in Perl (some years back). They weren't pretty, but
they worked, and were fast and robust enough. I has many new
features I needed for my trading strategy. But the owner - who
liked to read about ideas on the internet - came to the
conclusion that Perl was not institutional quality and that we
should therefore cease new development and rewrite everything
in C++. Two years later a new guy took over the larger group,
and one way or the other everyone left. I never got my new
tools, and that certainly didn't help on the investment front.
After he left a year after that they scrapped the entire code
base and bought Murex as nobody could understand what they had.
If we had had D then, its possible the outcome might have been
different.
Interesting perspective on the FI group's use of perl. Yes that
group was one of the reasons a whole new architecture committee
was established to prevent IT tool selection (like Perl and
especially Java) the firm did not want to be used or supported.
Imagine after that being prohibited from using Python. Having to
beg to get to use it embedded from C++ and when finally granted
permission having to rewrite the much of boost python since boost
was not a sanctioned tool. Big companies make decisions
differently than others. I believe D would not have been a help
in that organization and requesting its use would have been the
surest way to get a termination package. That said, in other
organizations D might have been a good choice.
So in any case, hard to generalise, and better to pick a few
sympathetic people that see in D a possible solution to their
pain, and use patterns will emerge organically out of that. I
am happy to help where I can, and that is somewhat my own
perspective - maybe D can help me solve my pain of tools not up
to scratch because good investment tool design requires
investment and technology skills to be combined in one person
whereas each of these two are rare found on their own. (D
makes a vast project closer to brave than foolhardy),
It would certainly be nice to have matrices, but I also don't
think it would be right to say D is dead in water here because
it is so far behind. It also seems like the cost of writing
such a library is v small vs possible benefit.
I did not say D is dead in the water here. But when it comes to
math platforms it helps to have lots of people behind the
solution. For math julia seems to have that momentum now. Maybe
you can foster that in D.
