The obituary of Stratify, a live programming environment for algo trading

Guest lecture by Dr. Karl Trygve Kalleberg, KolibriFX AS

Thursday, Sep 5th, 1215–1300 in room 2143.

Abstract

Domain-specific languages (DSLs) are hailed as the ultimate tool for managing domains that are complicated but well-defined. Algorithmic trading is such a domain. Its domain experts even have some degree of prior programming experience, so DSLs should be an ideal fit for the world of algorithmic trading.

In this talk, I will discuss why we failed at creating a DSL with a live programming environment for developing algorithmic trading models, and what we decided to do instead.