Quantitative Language of Finance Research

Question

I am working on an interpreted quantum finance library to quickly prototype core tools. I have no experience working with such languages ​​(I heard about Goldman-Sach Slang, but I never saw it).

What functionality is found in such languages ​​and do they have some unique features that fit the financial markets?

Answer 1

Each company may have something on its own, but there are some materials available on the Internet (mainly about DSL-s):

• Exotic bidding
• Component Contracts: An Adventure in Financial Engineering

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Answer 2

- Python? , , . :

Numpy         - N-dim array objects
Scipy         - library of statistical and optimisation tools
statsmodels   - statistical modeling
Pandas        - data structures for time series, cross-sectional, or any other form of "labeled" data
matplotlib    - MATLAB-like plotting tools
PyTables      - hierarchical database package designed to efficiently manage very large amounts of data
CVXOPT        - convex optimization routines

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Answer 3

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Answer 4

Have you ever considered R? Watch several presentations at R / Finance 2011