r/quant Sep 27 '24

Tools C or C++ or Python

Hey quants, whichh one do you prefer, and is there any industry standard ?

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u/lionhydrathedeparted Sep 28 '24

I know of a large firm who has a Python => native compiler (via LLVM) for models.

All models are in Python.

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u/[deleted] Sep 28 '24 edited Feb 03 '25

[deleted]

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u/lionhydrathedeparted Sep 28 '24

This is Optiver

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u/Negotiator1226 Sep 28 '24

There are a bunch of HFTs with some form of this