Market Strategy Engine Pondering: Axum or F#?


So I’ve been thinking about how to improve my market generator. Specifically around how agents interact with a market. “Agents” lead me to thinking about Axum and F#. Given that my Market Strategy Engine (MSE) is a Proof Of Concept (POC) I have the luxury of using “new” technology to build my solution. However, I think Axum maybe a little bit of a stretch given this statement from the Axum web site: “As an incubation project, Microsoft has made no commitment to ship Axum as a supported product.”

Matthew Podwysocki posted on the potential marriage between Axum and F#. Which leads me to thinking that maybe I should leverage F# in my POC, and specifically the MailboxProcessor.

Don’s Agent posting is worth a read. The F# PowerPack also offers some nice features that I can take advantage of.

Net out, F# looking a safer road to travel down in the POC (especially with the move to 2.0) rather than venture on the edge with Axum :)

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~ by mdavey on February 23, 2010.

One Response to “Market Strategy Engine Pondering: Axum or F#?”

  1. I’d be interested in hearing your thoughts on F# vs. C++ in quantitative finance over the next 5 years. I’m considering a switch from scientific computing into this field.

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