New trading systems platform
James Hague
james.hague@REDACTED
Thu Jul 7 22:00:23 CEST 2005
>I'm concerned that Erlang might not be good enough performance-wise
>for numerical math on large lists of tuples. Still, I think coding
>the financial models in Erlang could be an advantage since the data
>will be in Mnesia, on the same node.
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.
Honestly, I'd like to see some basic tuple math added to Erlang, but
this clashes with the sensibilities of some people. For example:
1 + {1,2,3} -> {3,4,5}
{1,2,3} + 1 -> {3,4,5}
{1,2,3} + {10,20,30} -> {11,22,33}
2 * {1,2,3} -> {2,4,6}
I don't think this would be that hard to hack into the emulator.
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