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Random_ernest | 5 years ago

Probably not the question you had in mind, but what Lisp and what made you choose it?

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srazzaque|5 years ago

Common Lisp on SBCL.

I lived on the JVM for quite some time (and still do), and I wanted to explore other ecosystems out of sheer curiosity. Got to playing with Lisp/SBCL, some initial tests showed it was pretty quick, and was impressed that I could disassemble functions in the REPL and iterate rapidly. Then a while later... I noticed there wasn't a FIX library at around the same time I was exploring creating my own trading models.

So I can't say there was a lot of analysis across the different Lisps, etc. Had the coin flipped a little differently a while back this might have been in Racket. Also the choice of language in the book Professional Automated Trading[1] did influence me somewhat.

[1] https://www.wiley.com/en-us/Professional+Automated+Trading%3...

thidr0|5 years ago

Do you recommend that book and/or any others? Interested in automated trading + functional languages