[erlang-questions] How common using erlang for financial systems?
Mon Mar 21 17:55:29 CET 2011
You might check out the "Big Data, Low Latency" group on LinkedIn.
We've had a number of discussions surrounding functional programming as it
relates to HF trading. A number of people on there are actually doing it,
though some are F#, Haskell, etc.
If nothing else, it's people in the realm who're actually doing it and who
might be able to give you some good heads-up on it.
I think the general outcome from the latest round is that for most of the
the HF world, raw speed is king, but if you're not co-located or doing arbs
and the like then you can use just about anything else.
Erlang is substantially slower than C/C++ (some show 12-16x slower depending
on the job.) However, build a system in Erlang and while not a speed demon,
it's a hell of a lot easier than scaling out C++ servers with MPI and the
On Mon, Mar 21, 2011 at 7:36 AM, Zsolt Czinkos <> wrote:
> Thank you, folks, I'll have at these sites.
> On Sun, Mar 20, 2011 at 3:21 PM, Rapsey <> wrote:
> > The stolen Goldman Sachs high frequency trading platform was partly
> > in Erlang.
> > Sergej
> > On Sun, Mar 20, 2011 at 12:57 PM, Zsolt Czinkos <>
> >> Hello,
> >> I'm planning to write my BSc thesis about Erlang (what it is,
> >> concurrency, high availability, what it is suitable for and why, etc).
> >> I study Information Technology In Economics, so I'd like to
> >> demonstrate Erlang capabilities in some finance related area (not
> >> telecom where it comes from).
> >> So my question is: how common using erlang in financial systems? Can
> >> you recommend some articles, URLs, companies ... anything I can start
> >> with?
> >> Thanks in advance for you help.
> >> Best,
> >> Zsolt
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