You are absolutely correct - the finance industry _wants_ to
switch away fromC++. I work in a fledgeling HFT startup firm and
we are actively pursuing D. We have tested it out in a live
trading environment and the results are very promising.
1. We are measuring better latency numbers in D (As compared to
the older C++ systems). This is good enough reason to switch :)
2. After much testing, we concluded that fear-of-GC-collects is
overblown. Avoid allocating in the main loops as far as possible.
3. Code is _much_ more maintainable and easier to understand.
4. It's fun to code again - and this point cannot be stressed
enough. C++ is a major headache but earlier we had no choice.
I'm quite confident that D is going to make good inroads into the
financial industry in the coming years. Looking forward to
Walter's talk in DConf and indeed all the talks in DConf. Wish I
could attend - but the flight costs too much :(. Maybe next year.
Saurabh
On Friday, 21 March 2014 at 21:14:15 UTC, TJB wrote:
Walter,
I see that you will be discussing "High Performance Code Using
D" at the 2014 DConf. This will be a very welcomed topic for
many of us. I am a Finance Professor. I currently teach and
do research in computational finance. Might I suggest that you
include some finance (say Monte Carlo options pricing)
examples? If you can get the finance industry interested in D
you might see a massive adoption of the language. Many are
desperate for an alternative to C++ in that space.
Just a thought.
Best,
TJB
