Shameless plug, I made hobbes and used it in high volume trading systems at Morgan Stanley:
https://github.com/Morgan-Stanley/hobbes
It’s kind of a structurally-typed variant of Haskell, integrates closely with C++, produces very fast code.
https://github.com/Morgan-Stanley/hobbes
It’s kind of a structurally-typed variant of Haskell, integrates closely with C++, produces very fast code.
I'd like to grow it into a successor to kdb, though kdb is very entrenched in finance and the company is extremely litigious (they threatened to sue me).
F# is great too, and all of the other ML variants. We'll get there eventually, it's inevitable, but there's a lot of institutional inertia.