bb01100100 wrote:Does functional programming resonate more with you than OO or procedural?
I love lisp from an architecture perspective, but get tired of slinging maps around and working inside out all the time.
When I code algos I tend to want the kind of type safety that only statically typed languages offer.. if I pull something off a distributed queue (usually nats.io) I want to k ow with certainty that it’s a Tick or a Heartbeat or a TradeConfirmation and not have to poke and prod a data structure to be sure.
I found Java OK for that but needlessly tedious (and maybe it was me but I tended towards over-engineering my solutions). Kotlin was an excellent all round experience, but I kept going back to python for the lightness and quick prototyping it offered.
Python has made extensive inroads into the data science domain, so there was plenty of ML library integrations (which are often written in Fortran).
If I wanted to do research then Python or R would be my go to languages; if I needed to do real-time ML work (as opposed to training a model offline and then simply calling it at runtime) then I’d probably be heavily constrained by whichever trading system I was invested in (eg C++, .Net, maybe Java) and the libraries I needed.
FWIW you can do custom operators in python when you get into the meta classes but in classic python style the code ends up looking ugly.
I haven’t used Haskell for anything real but there are some impressive projects written in it… I’ve never felt I had a sufficient grasp of the comp sci concepts behind the features to leverage it properly.
It would be great to hear how you go with it!
It sounds like Haskell would be a perfect fit for you.
The problem was that, up until this year, there were no good resources for learning Haskell.
Now you can go on haskell.org, download everything you need in one easy step, and it's no more difficult than learning Python. . .
you have to learn how to do everything differently, but that's not 'hard'.
I lean towards languages where I can write fewer lines of code and not have to use curly braces everywhere
whitespace FTW.I know that R is a popular choice, but, if I recall correctly, there are licensing terms to deal with.
