On Monday, 24 March 2014 at 11:57:14 UTC, Daniel Davidson wrote:
On Saturday, 22 March 2014 at 17:30:45 UTC, TJB wrote:
On Saturday, 22 March 2014 at 16:35:07 UTC, Brian Rogoff wrote:
This is a very interesting thread that you started. Could you
flesh it out more with some example C++ that
On Sunday, 23 March 2014 at 07:14:06 UTC, Walter Bright wrote:
On 3/21/2014 3:33 PM, TJB wrote:
I would be happy to help you with an option pricing example
that
is commonly used. Let me know if you are interested.
Sure, please email it to me.
Walter, I would be happy to. Where do I find
On Saturday, 22 March 2014 at 23:27:18 UTC, Sean Kelly wrote:
The work Don's company does has very similar requirements to
HFT. His talks here are totally relevant to the use of D in
this area.
Yes, I'm very much looking forward to that talk as well.
His talk last year killed!
On Saturday, 22 March 2014 at 16:35:07 UTC, Brian Rogoff wrote:
This is a very interesting thread that you started. Could you
flesh it out more with some example C++ that you'd like
compared to D? I'm sure quite a few people would assist with a
translation.
Well, right away people jumped to
days then? Just
curious.
TJB
On Saturday, 22 March 2014 at 00:14:11 UTC, Daniel Davidson wrote:
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
On Friday, 21 March 2014 at 22:28:36 UTC, Walter Bright wrote:
On 3/21/2014 2:14 PM, TJB wrote:
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 d
On Friday, 21 March 2014 at 21:39:54 UTC, w0rp wrote:
On Friday, 21 March 2014 at 21:30:29 UTC, Joakim wrote:
Heh, right before I read this, I stumbled across this snippet
from Miguel De Icaza's blog from a couple months back, where
he regretted using C++ to build Moonlight, their Silverlight
(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
aries for this purpose? They are
written in C, so is it pretty straight forward?
I do not have in mind running D code directly on the GPU cores,
but having D call out to C code to do so. Is it possible?
Feasible? Are there already codes to do this somewhere?
Thanks for your insights!
TJB
ile?
Thanks,
TJB
m in my write up. I think they offer great
possibilities for econometrics in D.
TJB
s and your TDPL book. Probably the
best programming book I've ever read!
TJB
On Friday, 10 August 2012 at 22:11:23 UTC, Walter Bright wrote:
On 8/10/2012 8:31 AM, TJB wrote:
On Thursday, 9 August 2012 at 18:35:22 UTC, Walter Bright
wrote:
On 8/9/2012 10:40 AM, dsimcha wrote:
I'd emphasize the following:
I'd like to add to that:
1. Proper support for 80 bi
rewritten in pure D rather than calling out to external C or
Fortran codes?
TJB
am going to write about, but I thought I
would ask here what features are most relevant (in your minds) to
numerical programmers writing codes for statistical inference.
I look forward to your suggestions.
Thanks,
TJB
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