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Is there something like that, but with more predictable languages like Rust[1], or OCaml? I wouldn't trust my money for dynamic typing. I recently asked the sam
by xvilka 7y ago
Is there something like that, but with more predictable languages like Rust[1], or OCaml? I wouldn't trust my money for dynamic typing. I recently asked the same question[2] to the Futu broker[3]. Sadly no answer. I wish more quant companies would pay attention to the predictability of their own code and external APIs. For example using Imandra[4] to reason about their own code. Using their own protocol language specification[5] they created verified FIX library[6].
P.S. Also you might want to add that framework in Awesome Quant list[7].
[1] https://internals.rust-lang.org/t/proposal-business-applications-working-group/10400 https://internals.rust-lang.org/t/proposal-business-applicat...
[2] https://github.com/FutunnOpen/futu-api-doc/issues/2 https://github.com/FutunnOpen/futu-api-doc/issues/2
[3] https://www.futu5.com/en/ https://www.futu5.com/en/
[4] https://imandra.ai/ https://imandra.ai/
[5] https://docs.imandra.ai/ipl/ https://docs.imandra.ai/ipl/
[6] https://docs.imandra.ai/fix-engine/ https://docs.imandra.ai/fix-engine/
[7] https://github.com/wilsonfreitas/awesome-quant https://github.com/wilsonfreitas/awesome-quant
- AlexCoventry 7y agoYou'd probably derive more benefit from typing this with mypy, instead of rewriting in a statically-typed language