On this one I agree with you, so early on the project it should stay platform independent and high level, on a language like R, matlab/octave, or python...
Once there is a proof of concept, then optimize (to Linux
, jk)
No point crossing the bridge before getting there.
Once there is a proof of concept, then optimize (to Linux
, jk) No point crossing the bridge before getting there.
great example (without addressing the poster directly) of a project set to fail:
a) even the mere mentioning of wanting to create a "bloomberg-like" terminal platform is ridiculous.
b) Why not starting in R or Matlab as I initially suggested? Or why not at least stating that C# is much more productive than C++ which is why most banks nowadays spend much more investments in porting libraries to C# for pricing purposes as well as front-end purposes than they spend on maintaining C++ projects. I would be hard-pressed to hear of a completely new project that is based on C++ within investment banks (unless we are talking high frequency trading or low-level connectivity APIs).
c) And here we have the perfect example of Linux "Chaos World": What do you need to get the basics together? Scripting languages, LLVM or cilk (whatever that is), GCC (oh still buggy? Never mind me...lol), vectorization optimization (never heard of the basic principle to first get it running, then you get it running bug-free, and then you optimize?).
It makes me smirk, the Linux crowd here is so obsessed with wanting to do it all the anti-MS way that they propose overengineering things EVEN BEFORE they even have mentioned a single Genetic Programming concept. Can you listen to yourself for a single moment? The task is to analyze a time series object and generate trading strategies with the help of genetic programming!!! Why do you start talking about software libraries that have not the slightest to do with GC? Why is there no discussion about
+ what type of strategies are to be researched?
+ how parameter optimizations are to be performed?
+ how GP even comes in play during the strategy research process
+ how to reduce/omit data-mining bias and other optimization fallacies?
Only and only then you should start thinking on what platform you want to run the project? And while you are at it, R/Matlab should be your starting point for proof of concept. And why should it be on Linux, how does Linux solve the problem better than working on Windows. Most people run Windows not Linux. But by all means, R runs on both OSs , so I find it stupid to suggest C++ before having ever mentioned R for this project.
I am opinionated, I am sometimes wrong and am happy to admit when being presented with counter facts, I am at times overly excited, at other times overly critical, but the only thing I do not bend to is nonsense and ideas that just run counter even basic logic.