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I wrote Empirical to address issues I had routinely faced in my career. I spent ten years in quantitative finance, primarily statistical arbitrage and high-fre

I wrote Empirical to address issues I had routinely faced in my career. I spent ten years in quantitative finance, primarily statistical arbitrage and high-frequency trading. I always ran into problems working with time-series data, from fetching the data to expressing the algorithms to watching my backtests fail from a type error after four hours. As a result, Empirical has statically typed Dataframes and builtin timestamp types. It can infer the types from a file as long as the input source is known at compile-time, such as in a REPL. Today's release is the very first public beta. There is a ton of work to do still; see the roadmap for further details: https://github.com/empirical-soft/empirical-lang/issues/1 https://github.com/empirical-soft/empirical-lang/issues/1 I have released the source code under the AGPL with the Commons Clause. A proprietary license is available for users who need more commercial-friendly terms. It was a long journey to get here. I would like to thank everyone who participated in the private beta. And lastly, I would like to thank Y Combinator; I won a Startup School grant last year.

hx2a 7y ago
I like how SQL syntax is integrated into the language. That is very convenient. Can you compare/contrast this language with q? Can I write complex queries as I can do in q? How about performance?
- chrisaycock 7y ago
  q was definitely an inspiration. The biggest difference is that Empirical is statically typed. Also, arbitrary expressions are allowed anywhere when dealing with Dataframes. For example, I can sort by anything: sort my_table by col1 - col2, foo(col3) And I can aggregate by an external array as long as the lengths are the same: from my_table select foo(col1) by some_array_with_repetition As for performance, I've tried to make Empirical "reasonable" at this stage, though I haven't put too much effort into it beyond that. I'm more worried about the ergonomics of the language right now, so I don't have SIMD, dependency analysis, etc. One of the biggest things Empirical lacks compared to q is nested arrays. That's a major issue I have to tackle in the virtual machine.

hx2a 7y ago

I like how SQL syntax is integrated into the language. That is very convenient. Can you compare/contrast this language with q? Can I write complex queries as I can do in q? How about performance?

chrisaycock 7y ago
q was definitely an inspiration. The biggest difference is that Empirical is statically typed. Also, arbitrary expressions are allowed anywhere when dealing with Dataframes. For example, I can sort by anything: sort my_table by col1 - col2, foo(col3) And I can aggregate by an external array as long as the lengths are the same: from my_table select foo(col1) by some_array_with_repetition As for performance, I've tried to make Empirical "reasonable" at this stage, though I haven't put too much effort into it beyond that. I'm more worried about the ergonomics of the language right now, so I don't have SIMD, dependency analysis, etc. One of the biggest things Empirical lacks compared to q is nested arrays. That's a major issue I have to tackle in the virtual machine.