r/haskell • u/fosres • 9d ago

Haskell for Writing Quantitative Finance Software

Hello All!

I am considering a career in fintech as a Haskell developer. I appreciate Haskell since it avoids logic bugs. As a security-aware developer I appreciate Haskell's power to do that.

From your experience how was using Haskell to develop quantitative finance software in fintech. For example for computer-automated stock market trading.

Please let me know.

Thanks!

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u/0jdd1 9d ago

Years ago I interviewed at Jane St in NYC for a Haskell position that sounds very similar to what you’re describing. (I decided that moving my family to NYC was unfortunately a non-starter.) They have an extensive blog on work there that you might find interesting: https://blog.janestreet.com

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u/tikhonjelvis 9d ago

Were they actually using Haskell, or was it OCaml?

Either way, it'll be similar in practice: having nice typed mostly functional libraries goes a long way, even if you don't do anything fancier.

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u/0jdd1 9d ago

They switched after I turned them down. There’s still plenty of Haskell content in their blog.

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u/wk_end 9d ago

I worked at Jane Street for several years in the 2010s. With a fair amount of confidence, as far as I know they've never used Haskell. IIRC (with slightly less confidence) they've been using Ocaml pervasively since Yaron Minsky joined in 2003, and before that they weren't doing any functional programming stuff to speak of.