4 ms·

How stable is python to run a full trading / quantitative algorithm on? I feel there are benefits for every language. I am just curious if super stable and sca

How stable is python to run a full trading / quantitative algorithm on? I feel there are benefits for every language. I am just curious if super stable and scalable conditions can be met on python.

Barrin92 7y ago
>How stable is python to run a full trading / quantitative algorithm on? JP Morgan operates a ~30 million LOC Python platform for trading and analytics. (related talk: https://www.youtube.com/watch?v=ZYD9yyMh9Hk https://www.youtube.com/watch?v=ZYD9yyMh9Hk) Yes, there are very, very large working python codebases in fields out there that demand correctness. I'm honestly getting tired of the static typing circlejerk that has entered the industry.
- stevesimmons 7y ago
  That's my talk! Thank you for posting that :) Python has been my main programming language since 2000, fwiw.
- nighthawk648 7y ago
  Btw, jpmorgan dev team is rediculous because support is so massive the only way new projects get done is by hiring massive amounts of people / consultant firms and then lay offs. Not saying there is a problem, I’m sure some people like to have their throat taken out when the trade doesn’t execute at markdown price. Anyways I don’t have a problem with that type of pressured enviorment. I’m moreso pointing out people’s need for comfort of solution rather then sustainability. Getting started is more difficult so many are turned away. Also some of the computation python can do is very powerful and I would trust it if I was no risk besides myself going balls deep.
marcosdumay 7y ago
What do you mean by "stable"? FORTRAN will give you super scalable conditions. I don't think you really meant that either... do you have a GPU cluster at work?
- nighthawk648 7y ago
  Sorry couldn’t respond due to fault segmentation.
- TheRealKing 7y ago
  Fortran (since 1990)

4 ms·

How stable is python to run a full trading / quantitative algorithm on? I feel there are benefits for every language. I am just curious if super stable and sca

by nighthawk648 7y ago

How stable is python to run a full trading / quantitative algorithm on? I feel there are benefits for every language. I am just curious if super stable and scalable conditions can be met on python.

Barrin92 7y ago
>How stable is python to run a full trading / quantitative algorithm on? JP Morgan operates a ~30 million LOC Python platform for trading and analytics. (related talk: https://www.youtube.com/watch?v=ZYD9yyMh9Hk https://www.youtube.com/watch?v=ZYD9yyMh9Hk) Yes, there are very, very large working python codebases in fields out there that demand correctness. I'm honestly getting tired of the static typing circlejerk that has entered the industry.
- stevesimmons 7y ago
  That's my talk! Thank you for posting that :) Python has been my main programming language since 2000, fwiw.
- nighthawk648 7y ago
  Btw, jpmorgan dev team is rediculous because support is so massive the only way new projects get done is by hiring massive amounts of people / consultant firms and then lay offs. Not saying there is a problem, I’m sure some people like to have their throat taken out when the trade doesn’t execute at markdown price. Anyways I don’t have a problem with that type of pressured enviorment. I’m moreso pointing out people’s need for comfort of solution rather then sustainability. Getting started is more difficult so many are turned away. Also some of the computation python can do is very powerful and I would trust it if I was no risk besides myself going balls deep.
marcosdumay 7y ago
What do you mean by "stable"? FORTRAN will give you super scalable conditions. I don't think you really meant that either... do you have a GPU cluster at work?
- nighthawk648 7y ago
  Sorry couldn’t respond due to fault segmentation.
- TheRealKing 7y ago
  Fortran (since 1990)