New trading systems platform

Joel Reymont <>
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.

     Thanks, Joel

> 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.

--
http://wagerlabs.com/uptick






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