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For some classes of problems that are easily vectorized, using an array-focused language can certainly make thinking about them and their solutions more efficie
by jksflkjl3jk3 2y ago
For some classes of problems that are easily vectorized, using an array-focused language can certainly make thinking about them and their solutions more efficient, since you can abstract over the data structure and iteration details.
As a quant, I used kdb+/q quite a bit for 5+ years for mid-frequency strategies, but as I moved towards higher frequency trading that required calculations on the order book that couldn't be easily or efficiently vectorized, then continuing to use array-focused languages would have only complicated reasoning about those problems.
- upghost 2y agoWhat did you switch to after that?