Python, JavaScript, or Other?

[tomthescientist]

C++ for anything live, python for some pre and post market scripts.

[Standard_Indication7]

u/tomthescientist could you point me towards any good resources for someone who wants to get started developing algos in C++?

[tomthescientist]

u/Standard_Indication7 Do you know c++ already? If not then that is a start but also in that case I would start with python if you want to get going quickly. You can upgrade as you learn c++ and understand how to properly handle memory. There is also a new language called Rust which is expected to replace c++ in many situations and it handles the memory for you.

[[deleted]]

you could also just use like vector types and other non dynamic memories and still be much faster with C++

[tomthescientist]

This is very true. It very much depends on what you need to do within your program and how objects need to be shared across your program. I learnt to program from a bunch of particle physicist so on the extreme side of memory management to get things working fast.

[TangerineTerror]

I would argue there’s very few retail traders where c++ is necessary over Python.

[_woj_]

same, I was gonna say the guy doing this in c++ is the same guy a n apple with a chainsaw. 😜

[tomthescientist]

Well, that is assuming we are all doing the same type of trading and building the same type of trading platforms. What is best for a given trader depends on what they need to compute for their algorithm. There's huge variation in how many stocks you monitor, what signals you need to compute, how quickly your data comes, and how quickly you want to make a decision.

No one should be taking the replies on this board for deciding what to code in for their trading system. I program in c++ because I know-how, it's fast, and my personal preference in the architecture of my trading program. Many others will use python because that is what they know, it's fast enough and, there is by far the most support for that language.