3 ms·

In all seriousness, some of those could be actual translations from Fortran!

• seanhunter 3y ago
  Yes, or from code snippets from “Numerical Recipes” or just from people with limited programming skills basically TRANslating FORmulas directly from maths by brute force of will into code. There’s only so many ways you can write df_dx = (f(x+delta) - f(x))/delta …or whatever after all- it just isn’t that different no matter what programming language you use. I’ve just looked at way too much quant code over my career. My dad, for example used to write chemical models and started to program on mainframes in fortran. Every now and again he would ask for help porting his models (now in basic or whatever) to a new platform and it was always the same : tens of global variables all with names which were one letter and one digit and no logic to them[1]. [1] Typical conversation: “What’s this formula supposed to actually calculate dad?” “It’s the concentration. You could just use d2 instead.” “Dad you’ve got d0, d1, d3, d4 and d5 but no d2.” “Oh I must have removed that”. “Well how am I supposed to calculate it?” “Just use Newton Raphson” (It was always Newton Raphson.)