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What languages are quants using to build their models? R, Python, Java, Haskell? Are there any favored tools?
by melling 9y ago
What languages are quants using to build their models? R, Python, Java, Haskell? Are there any favored tools?
- jessriedel 9y agoTrading firm Jane Street is well known for using OCaml. https://blogs.janestreet.com/why-ocaml/ https://blogs.janestreet.com/why-ocaml/
- jzwinck 9y agoMajor ones include R, Python, Matlab, and K/Q, roughly in that order of current popularity. Matlab used to have more marketshare and Python less.
- latenightcoding 9y agoMost is C++