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True. One time the portfolio manager I was working with wanted to examine an aspect of our systematized hedging rules. He was a non-programmer (unless you consi
by clausok 8y ago
True. One time the portfolio manager I was working with wanted to examine an aspect of our systematized hedging rules. He was a non-programmer (unless you consider writing Excel formulas to be programming). I started to read through our F# code where we formalized our hedging rules and translate them into an email explanation. It suddenly came to my mind, "I'll just take a screen-shot of the code here and see if that does the trick". It struck me that the format of the F# active patterns and the layout of the code was a better depiction of the logic than I was achieving with my written explanation. So I sent the screen-shot. And he wrote back, "ok, got it." That became the first of many. I started writing and formatting my code with the expectation that I would be sending explanatory screen-shots to the PM and trading desk. It turned out that approach made the code much easier for me to understand as well. And I agree that the ML family of languages have uniquely advantageous characteristics when attempting this type of legibility.