Is D ready for quants?

[Saurabh Das via Digitalmars-d]

On Friday, 27 November 2015 at 23:26:27 UTC, karabuta wrote:
> This question came into mind when I read this 
> http://www.makeuseof.com/answers/which-programming-language-is-used-to-build-a-financial-trading-platform/

D is awesome for HFT. I work in a small Quant + HFT firm (6 
people) and we actually migrated our entire in-house trading 
stack from C++ to D.

Reasons:
1. Writing low latency software is severely dependent on 
tinkering and trying out hundreds of things to figure out what 
works and what doesn't. D with its fast compile time and much 
better error messages *really* helps here.

2. Compile time stuff. When shooting for low latency with a very 
large set of features (eg: supporting multiple exchanges in 
trading), D's compile time metaprogramming is so much easier than 
C++ that the amount of code reused is significantly higher (all 
without runtime cost).

3. Easier to write the same stuff than C++. 80% of trading code 
is not performance critical. 20% is. D's GC and high level of 
conviviality makes it so much easier to write the 80% 
non-critical part. And when performance is needed, the GC can be 
disabled and use manual memory management. Works like a charm.

I think these reasons would apply to many other fields (eg: 
gaming?). I have experience with it in HFT and I vouch for D's 
efficacy as a productive high-performance programming language.

Saurabh