Re:The Quants Run Wall Street Now
by dsacco on Sunday May 21, 2017 @10:42PM
(#14390626)
Someone else mentioned pandas and AQR; I'll also mention BeakerX (Beaker Notebook) which was developed by Two Sigma: https://github.com/twosigma/beakerx
Jane Street is also pretty awesome - they open sourced their in-house standard library for OCaml, called Base: https://github.com/janestreet/base (they use a lot of OCaml).
Re:The Quants Run Wall Street Now
by chillee on Monday May 22, 2017 @03:24PM
(#14396230)
And to be clear, although Base is a more recent alternative, Core: https://github.com/janestreet/core has been the standard library for Ocaml for a while.
You can read more about it here, too: http://beakernotebook.com
Jane Street is also pretty awesome - they open sourced their in-house standard library for OCaml, called Base: https://github.com/janestreet/base (they use a lot of OCaml).