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They are a HN favorite but do any HN'ers work there? If yes what's your experience?


Seems like Yaron Minsky (the first author of the paper) has an account here [1]. Not active though.

[1] news.ycombinator.com/user?id=yminsky


Even better, are there any other trading firms using functional languages?




At Bloomberg we use OCaml and Haskell for certain things (at least on my team). There are lots of people who are into functional programming and experiment with new tools/languages/etc for a variety of tasks.


Standard Chartered use Haskell. Don Stewart, Neil Mitchell and Lennart Augustsson all work there.

Tsuru Capital do FP and have advertised jobs on the haskell-cafe mailing list before.


Tsuru Capital claims to be using Haskell almost exclusively.

http://www.tsurucapital.com/en/


I work at Tsuru Capital. We use Haskell almost exclusively, including trading directly on the market.


Your website mentions low-latency-execution; how well have you found Haskell can cope with this? Have you run into problems with GC pauses etc? From my experience, major GC collection can be quite large and can't really be avoided...


Haskell can cope well enough. We don't focus on ultra-high frequency trading so much, though we'll take any latency advantages we can get. We focus more on high-level trading strategies. GC pauses are not really an issue. Our system is tuned to avoid doing GC at inopportune times.


I'm curious if you benchmarked Haskell implementations against any C or C++ implementations (especially for market connectivity). Any hint about magnitude of difference?


Could you give some details on how you tweaked the GC?


Did you evaluate OCaml vs Haskell? I'm curious to know what criteria would lead trading firms to consider non-traditional languages yet choose different functional languages?


I'm pretty sure that Credit Suisse is using F# (a derivative of OCaml) extensively. Also, I've seen quite a few posts on Don Syme's blog about other F# job openings in the financial industry.


We use F# and Scala at our fund.

I run technology there.

Feel free to fire me off an email if you'd like to know more.


Take a look here: http://www.haskell.org/haskellwiki/Haskell_in_industry

There are a number of banks mentioned such as Bank of America, Barclays Capital and Cedit Suisse. A company called Allston Trading is apparently using Haskell to do some HFT too.


From what I heard, Credit Suisse has replaced most Haskell with F# now.


The Credit trading technology teams at Citi (London & New York) are using Clojure.

EDIT: fixed spelling.


I know Barclays uses Haskell




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