Walter's DConf 2014 Talks - Topics in Finance

[Daniel Davidson via Digitalmars-d]

On Monday, 22 December 2014 at 19:25:51 UTC, aldanor wrote:
> On Monday, 22 December 2014 at 17:28:39 UTC, Daniel Davidson 
> wrote:
> I don't see D attempting to tackle that at this point.
>> If the bulk of the work for the "data sciences" piece is the 
>> maths, which I believe it is, then the attraction of D as a 
>> "data sciences" platform is muted. If the bulk of the work is 
>> preprocessing data to get to an all numbers world, then in 
>> that space D might shine.
> That is one of my points exactly -- the "bulk of the work", as 
> you put it, is quite often the data processing/preprocessing 
> pipeline (all the way from raw data parsing, aggregation, 
> validation and storage to data retrieval, feature extraction, 
> and then serialization, various persistency models, etc).

I don't know about low frequency which is why I asked about 
Winton. Some of this is true in HFT but it is tough to break that 
pipeline that exists in C++. Take live trading vs backtesting: 
you require all that data processing before getting to the math 
of it to be as low latency as possible for live trading which is 
why you use C++ in the first place. To break into that pipeline 
with another language like D to add value, say for backtesting, 
is risky not just because the duplication of development cost but 
also the risk of live not matching backtesting.

Maybe you have some ideas in mind where D would help that data 
processing pipeline, so some specifics might help?