Re: Clojure for financial applications

2010-03-10 Thread Jeff Rose
On Mar 8, 5:50 pm, Jonathan Shore jonathan.sh...@gmail.com wrote: Now OO may be antithetical to the traditional way of using lisp, however, I see myself needing something close to an OO-style mapping for part of what I do.   Currently my trading strategies have large and disparate state

Re: Clojure for financial applications

2010-03-09 Thread Konrad Hinsen
On 8 Mar 2010, at 19:22, Jonathan Shore wrote: For the sake of understanding, I'm not yet clear on how one *efficiently* binds multiple pieces of state together in clojure. How would one create a simple matrix for example where I want to bind dimension and a float-array into a tightly

Re: Clojure for financial applications

2010-03-09 Thread Konrad Hinsen
On 09.03.2010, at 14:28, Jonathan Shore wrote: Thanks. BTW, you may want to consider targeting ejml instead of colt if you are targeting dense matrix operations. ejml does quite a bit better performance-wise. Colt does support more matrix types though. Thanks for the pointer, I didn't

Re: Clojure for financial applications

2010-03-09 Thread Jonathan Shore
Thanks. BTW, you may want to consider targeting ejml instead of colt if you are targeting dense matrix operations. ejml does quite a bit better performance-wise. Colt does support more matrix types though. On Mar 9, 2010, at 3:00 AM, Konrad Hinsen wrote: On 8 Mar 2010, at 19:22,

Re: Clojure for financial applications

2010-03-09 Thread Constantine Vetoshev
On Mar 8, 11:50 am, Jonathan Shore jonathan.sh...@gmail.com wrote: How would I encapsulate this into a data structure to be passed into functions efficiently?    I could use a map of symbols to various structures, but that would be inefficient in access and memory.   I could bind into a

Re: Clojure for financial applications

2010-03-09 Thread Volkan YAZICI
On Mar 8, 8:22 pm, Jonathan Shore jonathan.sh...@gmail.com wrote: It is a shame to have to dive down to Java or native (perhaps with the exception of some of the massive numerical libraries one does not want to rewrite). I'm hoping to use Clojure or something like clojure as a complete

Clojure for financial applications

2010-03-08 Thread jshore
Hi, Its been 19 years since I last wrote anything serious in lisp (and that was Scheme). In the intervening time I've mostly used OO languages, for lack of more practical functional ones. There are now a number of functional or hybrid functional languages available which have become practical.

Re: Clojure for financial applications

2010-03-08 Thread Stuart Halloway
Here are a few random thoughts: (1) You still have namespaces in Clojure, which correspond 1-1 with Java packages. (2) Multimethods are open, so you add to them from multiple places. (3) Protocols (a 1.2) feature give you an approach to your strategies that is more flexible than OO

Re: Clojure for financial applications

2010-03-08 Thread Stuart Sierra
On Mar 8, 9:29 am, Stuart Halloway stuart.hallo...@gmail.com wrote: (1) You still have namespaces in Clojure, which correspond 1-1 with   Java packages. More or less. The namespace foo.bar.baz is actually a Class named baz in the package foo.bar. -SS -- You received this message because you

Re: Clojure for financial applications

2010-03-08 Thread Volkan YAZICI
On Mar 7, 6:35 pm, jshore jonathan.sh...@gmail.com wrote: Wondering whether anyone has done something very complex in the algo space or comparable so can get an idea of how this sort of stuff is structured idiomatically.   I will also be concerned with performance and memory use, as one of my

Re: Clojure for financial applications

2010-03-08 Thread Jonathan Shore
Thanks for the reply. I could be wrong, but namespaces just provide a package / require mechanism, such that only required functionality is in the namespace of some code.This seems to be more of a mapping to the package / import mechanism of java or something similar in ruby or python.

Re: Clojure for financial applications

2010-03-08 Thread Jonathan Shore
On Mar 8, 2010, at 11:51 AM, Volkan YAZICI wrote: On Mar 7, 6:35 pm, jshore jonathan.sh...@gmail.com wrote: Wondering whether anyone has done something very complex in the algo space or comparable so can get an idea of how this sort of stuff is structured idiomatically. I will also be