Tag Archives: is OCaml

is OCaml fit for algo trading with automation?

is OCaml fit for algo trading with automation?

After getting some emails about algo traders using OCaml for number crunching in their high speed trading operations. I thought I would put together some links below for my own research. In my own words, I feel I will stick to my C++ plans as that is pretty well standard. It also plays nice with Python so I will stay committed to it for now

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Jane St uses it: https://www.janestreet.com/technology/

https://janestreet.github.io/

https://blogs.janestreet.com/flambda/

https://blogs.janestreet.com/why-ocaml/

https://blogs.janestreet.com/category/ocaml/

Stats to compare to C++: http://www.ffconsultancy.com/languages/ray_tracer/comparison.html

Automated Trading and OCaml with Yaron Minsky

 

 

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