Quant development: Any opinions on what programming language to use when developing a trading system?

(Last Updated On: October 5, 2011)

Any opinions on what programming language to use when developing a trading system?

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I was asking myself the same question while looking for Trading platform. I’m in favor somehow for C# because it is really open for your own development and you can somehow put old C or C++ code in a kind of wrapper to support it. If you don’t have already a trading platform, take a look at Ninjatrader or WealthLab which made the transition to support C# in the past. I would not recommend to start with a proprietary language like EasyLanguage (Tradestation) because it is not really open for future developments -that’s my personal opinion.

We are in the same boat. I can confirm big wigs like Ernest Chan uses Matlab for research using C++/C# Interactive Broker API. We are probably going the same route as most large firms use this combination with an Excel front end.

 

 

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs