Trading Packages(zipline, pybacktest, pyalgotrade)īest for general programming and application developmentĬan be a "glue" language to connect R, C++ and others (cython, Rpy etc)įastest general speed especially in iterative loops Open source packages( Pandas, Numpy, scipy) Limited capabilities in creating stand alone applications Worse plotting than matlab and difficult to implement interactive charts Slow vs Python especially in iterative loops and non vectorized funtions Mature quantitative trading packages( quantstrat, quantmod, performanceanalyitics, xts) Rapid development speed (60% less lines vs python, ~500% less than C) I will list a few pros and cons of each and then let the voting start.Įnd To End development to execution (some brokers packages allows execution, IB) All of them are high level languages with time series, linear / matrix computation, and trading system development packages. But for the strategy development, modeling, and prototyping I think these are the 3 major languages out there. C/C++ i did not include because they are almost always used at the institutional level for infrastructure or HFT/UHFT strategies anyway. There are 3 major players in this arena, not including c/c++.
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