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Tsuru Capital claims to be using Haskell almost exclusively. http://www.tsurucapital.com/en/ http://www.tsurucapital.com/en/
by obiterdictum 15y ago
Tsuru Capital claims to be using Haskell almost exclusively.
http://www.tsurucapital.com/en/ http://www.tsurucapital.com/en/
- tumult 15y agoI work at Tsuru Capital. We use Haskell almost exclusively, including trading directly on the market.
- Chirono 15y agoYour website mentions low-latency-execution; how well have you found Haskell can cope with this? Have you run into problems with GC pauses etc? From my experience, major GC collection can be quite large and can't really be avoided...
- tumult 15y agoHaskell can cope well enough. We don't focus on ultra-high frequency trading so much, though we'll take any latency advantages we can get. We focus more on high-level trading strategies. GC pauses are not really an issue. Our system is tuned to avoid doing GC at inopportune times.
- obiterdictum 15y agoI'm curious if you benchmarked Haskell implementations against any C or C++ implementations (especially for market connectivity). Any hint about magnitude of difference?
- frr149 15y agoCould you give some details on how you tweaked the GC?
- cpeterso 15y agoDid you evaluate OCaml vs Haskell? I'm curious to know what criteria would lead trading firms to consider non-traditional languages yet choose different functional languages?