3 ms·
I still work in HFT yes. A sibling comment lays it out better than I could, and I'm surprised that so many people here insist on Fortran's popularity when it's
by bitcharmer 3y ago
I still work in HFT yes. A sibling comment lays it out better than I could, and I'm surprised that so many people here insist on Fortran's popularity when it's clearly absent from whole industries where you guys would expect to see it.
Python is very widely used for prototyping and there's nothing anyone can do about it. In production the algos would be implemented in Cpp though. I'm merely stating a fact, not here to argue about anything. Raw K is almost never used but there's a lot of Q, depending on the shop.