131 reputation
3
bio website
location
age
visits member for 2 years, 9 months
seen Feb 25 '12 at 12:37

Feb
16
awarded  Supporter
Feb
12
comment What programming languages are most commonly used in quantitative finance?
I tested NAG also. But I couldn't get used to its clumsy API. Also, all .NET libs suffer from poor memory management, heavy GC use especially for large data. The only exception I know of ILnumerics, which claims to get around this. Havn't tested it yet though.
Feb
10
comment Is Visual Basic a fast enough for millisecond orders
@user492238 thanks. I misunderstood your point and agree to 100%
Feb
10
awarded  Editor
Feb
10
answered Is Visual Basic a fast enough for millisecond orders
Feb
10
awarded  Teacher
Feb
10
comment What programming languages are most commonly used in quantitative finance?
"functional languages tend to compile into faster byte-code" can you give a reference for that? Isn't F# compiling to the same byte code as Visual Basic does? And latter is imperative ?
Feb
10
comment Why is C++ still a very popular language in quantitative finance?
I agree on Michael RB.
Feb
10
answered Why is C++ still a very popular language in quantitative finance?
Feb
10
comment Is Visual Basic a fast enough for millisecond orders
+1 for the ILnumeric link (if I could ... ;)
Feb
10
comment Is Visual Basic a fast enough for millisecond orders
@user492238 Regarding 2): if I cannot use large arrays, I cannto use .NET!?
Feb
10
comment Is Visual Basic a fast enough for millisecond orders
Short answer: yes. I am doing it all day long. Or better: VB is doing it...