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Algorithmic trading. Currently only a GUI for managing my existing trading algorithms in Java and a evolutionary algorithm I use for optimizing parameters, but
by amatos 16y ago
Algorithmic trading. Currently only a GUI for managing my existing trading algorithms in Java and a evolutionary algorithm I use for optimizing parameters, but I am looking at using Clojure to implement the trading algorithms themselves.
Pros: wonderful integration with Java, good support for concurrent programming, conciseness, macros.
Cons: numerically intensive code can be a bit slow (but it is going to improve significantly with 1.2, and you can always do that in Java), prefix notation can be quite hard to read if you are dealing with complicated math expressions.