I wrote Empirical to address issues I had routinely faced in my career.

I spent ten years in quantitative finance, primarily statistical arbitrage and high-frequency trading. I always ran into problems working with time-series data, from fetching the data to expressing the algorithms to watching my backtests fail from a type error after four hours.

As a result, Empirical has statically typed Dataframes and builtin timestamp types. It can infer the types from a file as long as the input source is known at compile-time, such as in a REPL.

Today's release is the very first public beta. There is a ton of work to do still; see the roadmap for further details:

https://github.com/empirical-soft/empirical-lang/issues/1

I have released the source code under the AGPL with the Commons Clause. A proprietary license is available for users who need more commercial-friendly terms.

It was a long journey to get here. I would like to thank everyone who participated in the private beta. And lastly, I would like to thank Y Combinator; I won a Startup School grant last year.