Monthly Archives: September 2011

Paper on using OCaml for Trading

If you have not read the excellent paper by Yaron Minsky and Stephen Weeks titled Caml trading – experiences with functional programming on Wall Street I suggest you read it. It covers why Janes Street picked OCaml as the primary language they use. Many reasons related to safety of code.

Many of the same reasons drove Alpha Heavy Industries to pick Haskell as the primary development platform. I will publish in the future what I see as some of the short comings of the platform.