Wake up early on a holiday, excited to add some new features to historical options backtester. 3 hours later: zero features added BUT I can tell you how many business seconds until any option expires ¯\_(ツ)_/¯
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Replying to @ONAN_OUS @pat_hennessy
What if told you that one of the biggest and most successful HFT firms did their backtesting in MATLAB.
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Replying to @macrocephalopod @pat_hennessy
That’s wild but I will still never use matlab in the year of our lord two thousand and twenty one. R, Python, Julia, Mathematica, literally anything is easier to code
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Replying to @ONAN_OUS @pat_hennessy
My first take is that Python and Julia are obviously better languages (no experience with Mathematica. I really dislike R but that could just be cultural).
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My second, spicier take is that your choice of language is much, *much* less important than your research process, tooling, creativity of your researchers, skill of your developers etc.
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Replying to @macrocephalopod @pat_hennessy
Obv you can add value in any language. Just from what little Matlab I’ve done it feels like the entire language was built to multiply matrices and everything else is garbage
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Replying to @ONAN_OUS @pat_hennessy
That was true in ~2014 - it’s better now with tables, proper string and datetime support, improved OOP, support for type checking and default arguments. But yes, still a long way from a general purpose language.
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I do everything in MATLAB, data analysis, backtesting and live trading. Works great for me.
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I have 200,000+ lines of Matlab in production, hundreds of thousands more in research code. This is what happens when you start using a language 10+ years ago and don’t reconsider your choices 
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