What language to move to from python to speed up algo?

This page summarizes the projects mentioned and recommended in the original post on reddit.com/r/algotrading

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  • Nim

    Nim is a statically typed compiled systems programming language. It combines successful concepts from mature languages like Python, Ada and Modula. Its design focuses on efficiency, expressiveness, and elegance (in that order of priority).

    If it is really in your python code, another language that is interesting to use is Nim. You can go as low level in it as you want, as you would on C or Rust, and it offer a cleaner syntax similar to python, although with some differences

  • PyO3

    Rust bindings for the Python interpreter

    I wouldn't recommend using Rust for ML (at least not as a full Python replacement). Rust is a strong contender for ML deployments using some DL runtime library like ONNX. Using a combination of Python and Rust may be the safest bet now. Rust offers a very good Python interface https://github.com/PyO3/pyo3 too.

  • InfluxDB

    Access the most powerful time series database as a service. Ingest, store, & analyze all types of time series data in a fully-managed, purpose-built database. Keep data forever with low-cost storage and superior data compression.

  • nimpy

    Nim - Python bridge

    It has pretty good integration with python, either for having your main code in python and writing small hot functions as nim and importing via nimporter or using python libraries in nim via nimpy.

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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