Real world comparison of Monte Carlo Gibbs simulations for HFT between C, C++, Java, Python, R, Scala, and Groovy?

(Last Updated On: June 7, 2012)

Real world comparison of Monte Carlo Gibbs simulations for HFT between C, C++, Java, Python, R, Scala, and Groovy? Surprised on the winner?

This is the closest real world comparison I could find. I think what is written is dead on! It seems Python with PyPy is a good choice but has little library support. Java is nearly as good as C so I have no point in relearning new languages like Groovy, Python, or Scala. They are not that popular in the banking world anyways so for career move that could be a time waster. There was a mention of using R for prototyping and extending through Java or C++ with R packages like Rcpp or RCppGSL. It looks impressive.

The R with Rcpp and RcppGSL looks like promising too.

I might go this route so we shall but posting definitely help out. Java with R is another very good option with Rcaller.


NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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This entry was posted in HFT High Frequency Trading, Quant Development, R and tagged , , , , , , , , , , , on by .

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