Search results

You do want to have some computer science exposure though. So you may want to read some books on data structure and theory of programming languages. You will end up coding around data structures a lot. On the other hand, having a good understanding on programming languages/paradigms in...

But newer great companies hire lots of American programmers. Many companies realize that quality matters more than quantity. Innovation still happens here.

While IT cannot be outsourced, it can be replaced by technologies like IaaS and PaaS. The landscape in programming has changed. But this should be expected. Just like HFT has changed the trading markets, globalization and internet will alter the employment picture. This does not mean that...

.NET and C# are slower than C++ but I doubt this is a bottleneck for most people. Much of the latency is likely to be in the connection anyway.

Will your platform be a framework or a tool? Most platforms out there are tools with GUI. It would be nice to have a GUI-less framework in .NET that encourages users to write plug-ins (data feeds, broker interfaces, storage, etc.) Regarding exploration, one can also use F# Interactive like...

It is really a rule-induction problem and there are algorithms and tools for that. For example, one can use GA to evolve an expression tree. Or one can use a tool like RapidMiner to induce a set of rules over some data. In the end, it is all about what you want the model to learn.

I remember coding in Ruby a few years ago. Dynamic typing is great if you have a close knit team of good programmers. It really allows test-driven development (static typing requires at least an interface). However, it is not very nice to automated refactoring, at least not without excellent...

Obviously different companies have different hiring practices. I have worked with very bright people without CS degrees. It is not true that older engineers cannot be competitive. They are mentally as sharp as fresh graduates. Experience does not mean much in this world though. But one gains...

I am building mine with Scala because I can write more succinct code with its functional features. It also encourages the use of immutable data structures. Overall I feel I can write safer concurrent code with Scala as opposed to Java. I am going to unify my trading and back-testing...

You are my hero! I have recently started doing this myself. I am creating a layer of abstraction around the data feed and the order processing just in case I want to switch broker. I am trying to keep everything lightweight. The overall architecture is quite similar to yours. I may be...

TGregg is spot on. It is a personality thing. However, I thought a lot of traders here are of INTJ type which is supposed to be suitable for programming as well. There are some really bad companies to work for. Engineers are also not natural managers. Those who rise through ranks quite often...

It is NOT necessary to learn C++ to become a competent programmer. However, if you ever want to use C++ in the future, I suggest getting to know a few lower-level concepts like stack vs heap allocation and memory management. It is important to keep in mind those things or you will never...

Even if you use a framework like TradeLink you will still need to learn at least a .NET language. Any strategy will need some coding. It is helpful to understand programming. A lot of software development still happen here. It is a highly cultural and creative occupation. Outsourcing can...

I do not agree with this statement unless you are sticking with Managed C++ in .NET. The concept of memory management (no garbage collection) is very important in regular C++ programming and it takes quite some care to write non-trivial code that does not leak memory. If C++ is on your...

Yes. I love those talks. I always liked the ML family. I think F# is more practical for most people because it has access to everything .NET has to offer. It is not straightforward to interface OCaml other languages and it is certainly costly for individuals or small groups to build the whole...

Python code is quite slow too. http://shootout.alioth.debian.org/u32/which-programming-languages-are-fastest.php However, Python is very productive for many tasks. For a website, one can usually scale by having more machine. For trading, I think it depends on the frequency of your...

I was really trying to figure out which language features people care about in trading. I want to hear your opinions regarding: 1. memory management (GC vs unmanaged) 2. concurrency model 3. static typing vs duck typing (or better yet, type inference) 4. object-oriented programming vs...

IIRC many retail platforms (NinjaTrader, OpenQuant) use C#. Some open source platforms use Java.

Because we will all speak LISP or FORTH, depending on how much you like (or dislike) parentheses. :-)

How do I edit a poll? It says permission denied when I click edit. How about LEGO Mindstorms? Talking about trading bots... it may even make coffee. :-)