Great story - did you ever look at or use Wolfram? I remember seeing a US quant fund in the early 00s had built their end to end systems on it and it looked amazing.
We did. We found that Wolfram was good for exploratory research, but not the best solution for production -- not fast enough, APIs and straight-through integration not quite robust or customizable, and it was usually much simpler to just code things ourselves in C. (We weren't doing very complicated math, it was just matmult.)
Great story - did you ever look at or use Wolfram? I remember seeing a US quant fund in the early 00s had built their end to end systems on it and it looked amazing.
We did. We found that Wolfram was good for exploratory research, but not the best solution for production -- not fast enough, APIs and straight-through integration not quite robust or customizable, and it was usually much simpler to just code things ourselves in C. (We weren't doing very complicated math, it was just matmult.)
Thank you for this story!
I had a feeling you would like it!
Abraham, thank you for sharing this, I had a goofy smile reading through all the technical details. Thank you.
Wow 👏
Brilliant! 🙏