Thoughts on SQL Server Modelling, EasyLanguage and MSE V2
Due to time contains I’ve failed to do much with the last release of SQL Server Modelling. Recently I came across EasyLanguage which got me thinking about leveraging SQL Server Modelling (MGrammer) and allowing a user to enter a trading strategy via a trading language DSL. The Song sample on MSDN provide a simplistic view of what I am considering adding to the Market Strategy Engine (MSE):
- Added a LINQPad style of interface to MSE so that strategies can be entered
- Allow the DSL to either alert from a strategy or submit orders (DMA?)
- UX the alerts onto the charts based on what “streams” the strategy is consuming
- Integrate the DSL on top of StreamInsight to leverage what MSE already provides
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The problem with using M-Grammer is that it creates AST in its own format and you have to use another language to traverse the AST. I believe that fslex and fsyacc are very good alternatives to m-grammer if you plan to write any serious external DSL.
[...] really has dropped Quadrant then what will happen to M? Given my previous thoughts around a trading language maybe I should re-think in terms of F# [...]
Microsoft Drops Quadrant? « Tales from a Trading Desk said this on August 9, 2010 at 8:41 am |