We use C++ wrapped in both Racket and Python, a Racket data server front-ending numerous vendor data and Postgres on the backend. While I am unaware of any correct public packages for time series work in finance, I've written several generations of a time series core in C, C++, Java fronted by custom DSLs, Python and Racket. I'd be happy to pass along my experience.
The algorithms and data structures are simple. Finding usable data is difficult. griffinish at gmail -- You received this message because you are subscribed to the Google Groups "Racket Users" group. To unsubscribe from this group and stop receiving emails from it, send an email to racket-users+unsubscr...@googlegroups.com. For more options, visit https://groups.google.com/d/optout.
