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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