Walter's DConf 2014 Talks - Topics in Finance

[Oren T via Digitalmars-d]

On Tuesday, 23 December 2014 at 13:28:22 UTC, aldanor wrote:
> On Tuesday, 23 December 2014 at 07:51:18 UTC, Oren Tirosh wrote:
>> On Saturday, 22 March 2014 at 12:06:37 UTC, Russel Winder 
>> wrote:
>>> On Sat, 2014-03-22 at 00:14 +0000, Daniel Davidson wrote:
>>> […]
>>>> Maybe a good starting point would be to port some of 
>>>> QuantLib and see how the performance compares. In High 
>>>> Frequency Trading I think D would be a tough sell, 
>>>> unfortunately.
>>>
>>> I would certainly agree that (at least initially) pitching D 
>>> against the Excel/Python/R/Julia/Mathematica is an easier 
>>> fight. The question is how to convince someone to take the 
>>> first step.
>>
>> In that case, a good start might be a D kernel for 
>> IPython/Jupyter. Seeing an interactive D REPL session inside a 
>> notebook should make a pretty convincing demo.
>
> That's an interesting idea, how would you approach it though 
> with a compiled non-functional language? Maybe in the same way 
> the %%cython magic is done?

I think the trick used by http://drepl.dawg.eu is to 
incrementally compile each command as a subclass of the previous 
one, link it as a shared object, load it and call a function.