8 ms·

Back in the 90s/00s the CSFB quant team went with F#. Immutable and functional is reasonable choice. Just not popular. These days, starting or running a fina

Back in the 90s/00s the CSFB quant team went with F#. Immutable and functional is reasonable choice. Just not popular. These days, starting or running a financial business with less popular languages is, well, less popular.

cess11 2y ago
F# came out in 2005, and was quite limited compared to the language it became from 2010 onwards.
- DrBazza 2y ago
  Betas were certainly around 2002-03. Though thanks for the reminder that .NET was in a beta around 2000, so 90s is wrong (that's when I started work so my memory is sketchy that far back). CSFB was always a big MS shop and often trialled software before public release. https://fsharp.org/history/hopl-final/hopl-fsharp.pdf https://fsharp.org/history/hopl-final/hopl-fsharp.pdf
  - cess11 2y ago
    Ah, sure, I wouldn't know anything about pre-release stuff, I was busy being an unruly adolescent at the time.
  - bboreham 2y ago
    > CSFB was always a big MS shop Hey, it's not massively relevant to your story, but this cracked a smile for me. CSFB was a big Sun shop, up to and past the time they mounted a "SunSet" initiative around 1998. Scott McNealy came and gave talks to the engineers. In CSFP, the derivatives arm, where the quants worked, there was more of a push to get onto Excel, build a relationship with Microsoft, which included getting onto the "Cool" program which turned into .NET.
    - cess11 2y ago
      Interesting, thanks.
    - DrBazza 2y ago
      I think you know somewhat more about this than me ;-) I just remember the win2k source code, the Exchange team, the mass rollout of win2k boxes, and the .NET beta of course, as you mentioned.