What is the best programming language to use to create a high performance backtesting framework?

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

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  • awesome-quant

    A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

  • CodeRabbit

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  • cupy

    NumPy & SciPy for GPU

    CuPy

  • PortfolioBedtest.jl

    Julia for sure. I was playing with with different implementations in https://github.com/Arkoniak/PortfolioBedtest.jl and timing was fantastic. VAA strategy for example took 25 microseconds. Julia is fast and very powerful.

  • CUDA.jl

    CUDA programming in Julia.

    Also check out : https://juliagpu.org/

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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Did you konow that Python is
the 2nd most popular programming language
based on number of metions?