Ask HN: Common Lisp in Algo Trading Systems?

2 points by icu ↗ HN
Are there any Devs in the HN community using Common LISP in a 'production' algorithmic trading system that has real money on the line? I'm concerned with the nature of what could go wrong especially after talking to Devs on trading desks and digging up this article on HN[1] (which seems to confirm what these other Devs have told me).

There was a post on Stack Overflow[2] claiming that Credit Suisse and Deutsche Bank use LISP but I cannot find anything to back that up. Also I wouldn't really count PrimeTrader[3] as a great example. There also was hardly a mention of LISP when searching on Quant Stack Exchange and most I got was speculation that it is used in secretive teams[4].

Of course I know PG is hot for LISP and yeah there are some examples of successful 'production' code but I think you need to consider a different set of problems when money is so easily lost due to an unexpected problem along the lines of Knight Capital[5].

[1] https://news.ycombinator.com/item?id=3797019 [2] http://stackoverflow.com/questions/406729/what-are-some-examples-of-lisp-being-used-in-production-outside-of-ai-and-acade [3] http://www.lispworks.com/success-stories/netfonds-primetrader.html [4] http://quant.stackexchange.com/questions/306/what-programming-languages-are-most-commonly-used-in-quantitative-finance [5] http://dealbook.nytimes.com/2012/08/02/knight-capital-says-trading-mishap-cost-it-440-million/

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