New trading systems platform
Fri Jul 8 07:49:41 CEST 2005
What is wrong with using lists for this purpose?
You do process your time series sequentially, front to back, and I
think you can do it recursively as well. Erlang has tail recursion
and you can easily drop the first element of the list with [H|T].
I create http://groups-beta.google.com/group/uptick to disucss points
specific to the platform as opposed to Erlang.
> James Hague <> wrote:
> Much financial work like this is done in array languages, like K
> (http://www.kx.com) and J (http://www.jsoftware.com). They're
> designed to churn through large data sets quickly. J is free,
> so one
> conceivable option is to communicate with a J process from
> Erlang, but
> that may be too roundabout. J will make your head explode.
More information about the erlang-questions