Walter's DConf 2014 Talks - Topics in Finance

Saurabh Das saurabh.das at gmail.com
Sat Mar 22 05:35:49 PDT 2014


You are absolutely correct - the finance industry _wants_ to
switch away fromC++. I work in a fledgeling HFT startup firm and
we are actively pursuing D. We have tested it out in a live
trading environment and the results are very promising.

1. We are measuring better latency numbers in D (As compared to
the older C++ systems). This is good enough reason to switch :)

2. After much testing, we concluded that fear-of-GC-collects is
overblown. Avoid allocating in the main loops as far as possible.

3. Code is _much_ more maintainable and easier to understand.

4. It's fun to code again - and this point cannot be stressed
enough. C++ is a major headache but earlier we had no choice.

I'm quite confident that D is going to make good inroads into the
financial industry in the coming years. Looking forward to
Walter's talk in DConf and indeed all the talks in DConf. Wish I
could attend - but the flight costs too much :(. Maybe next year.

Saurabh

On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote:
> Walter,
>
> I see that you will be discussing "High Performance Code Using 
> D" at the 2014 DConf. This will be a very welcomed topic for 
> many of us.  I am a Finance Professor.  I currently teach and 
> do research in computational finance.  Might I suggest that you 
> include some finance (say Monte Carlo options pricing) 
> examples?  If you can get the finance industry interested in D 
> you might see a massive adoption of the language.  Many are 
> desperate for an alternative to C++ in that space.
>
> Just a thought.
>
> Best,
>
> TJB


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