Serving the Quantitative Finance Community
Anyone program in APL?
I've grown to love this language. Very powerful for manipulating matrices. The ability to nest variables (a matrix or a vector or a character string can be an element in a matrix) is also very powerful. I use the APL package from Dyalog which has some nice GUI abilities as well. Does anyone else on this forum program in APL?Do financial firms still use APL? Or is it a dying language?
Anyone program in APL?
Aaron Brown has a great chapter on APL in "The Poker Face of Wall street"If you want to follow that path, have you looked at q (http://www.kx.com/developers/software.php) ?I expect you would find more smart APL usage in small (as in head-count, not as in assets) quant and high-frequency funds than in brokerages.