One of the heads of a group that I deal with asked me about the use of Python on Wall Street. This group is strictly Windows.
Anyone reading this blog using IronPython? Any opinions? What are you doing with it?
Looks like Jane Street is using OCaml. Perhaps we should also be keeping our eyes on Microsoft's F#? Credit Suisse is investigating FP in one of their derivatives groups (FP through Excel).
©2007 Marc Adler - All Rights Reserved
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4 comments:
we are using Python big time at my shop - a huge bank, Flavia coffee, FX desk. We take advantage of the fact the interpreter's open source and muck with the language. It's much better than vba.
We do LISP (MIT Scheme mostly), which scares some clueless model validation quants :-)
Where does one look for finance jobs involving these more productive languages?
Try www.wilmott.com, and look in the jobs section of the forum.
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