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PaperclipPerfector  3mo ago (text post)   3844 thread views

Small-Scale Question Sunday for February 18, 2024

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I also didn't think that c++ was a quant trading thing. I remember actually that I had a friend at Jane Street that talked a lot about OCaml.

I had a friend at Jane Street that talked a lot about OCaml.

Jane Street is an anomaly. Most firms rely on C++.

Plenty of shops do use C++ for their production code. JS is known for their OCaml but they are unique in choosing that language.

Yup. Blog post if you're curious: https://blog.janestreet.com/why-ocaml/

Their podcast, Signals and Threads, is awesome. https://signalsandthreads.com/

I think count is a quant, actually.

Yep, I don't develop prod code with C++ (actually I think it is a terrible language and the future belongs to Rust) but rather all my coding is in the standard data science Python ecosystem of numpy/statsmodels/pandas/sklearn/matplotlib and their variants.

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