How much C++ is used when it comes to performing quant research?

This page summarizes the projects mentioned and recommended in the original post on /r/quant

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  • mlpack

    mlpack: a fast, header-only C++ machine learning library

  • Does C++ have the equivalent of Pandas or Apache Spark? Are there extensive libraries that exist/are being developed that allow you to perform operations with data? Or do people just use a combination of Python & its various libraries (NumPy etc)? If we leave aside the data bit, are there libraries that allow you to develop ML models in C++ (mlpack for instance ) faster & more efficiently compared to their Python counterparts (scikit-learn)? On a more general note, how does C++ fit into the routine of a Quant Researcher? And at what scale does an organization decide they need to start switching to other languages and spend more time developing the code ?

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

    InfluxDB logo
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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