4 ms·
That looks super fun! Are they still using this? I was at MS a few years before that, still dealing with a few legacy things in A+. There were hopes that we'd s
by oddthink 6y ago
That looks super fun! Are they still using this? I was at MS a few years before that, still dealing with a few legacy things in A+. There were hopes that we'd switch to something like F#, but we ended up just re-doing most of the mortgage analytics in kdb/q, which was fun in its own way.
- kthielen 6y agoYep still used (pre and post trade, processing millions of orders and billions of market data events per day). I'd like to grow it into a successor to kdb, though kdb is very entrenched in finance and the company is extremely litigious (they threatened to sue me). F# is great too, and all of the other ML variants. We'll get there eventually, it's inevitable, but there's a lot of institutional inertia.