OCaml vs Haskell for finance

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

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  • PSyclone

    Domain-specific compiler and code transformation system for Finite Difference/Volume/Element Earth-system models in Fortran

  • I remember they had projects like LFRic, GungHo, and PSyclone (https://github.com/stfc/PSyclone). This last one, I think was intended to allow its users to write code in Python, in a notebook, and then translate it into Fortran. I don't know if this is something that could be used for trying to combine Python with some FP library and then compile to Fortran, or maybe use a similar approach and transpile parts of Ocaml/Haskell/lisp/etc into Fortran...

  • NumPy

    The fundamental package for scientific computing with Python.

  • One might be able to accomplish some stuff with it but it's very, very limited in functionality. It doesn't come near things like Trilinos or PETSc which have direct Python bindings and are absolute beasts, not to mention "simpler" things like NumPy which just have enormous communities around them and you'll find a lot of support for virtually anything you're trying to do.

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  • Cython

    The most widely used Python to C compiler

  • Also, Cython has low level and high level typing and even Python also has native typings that you can use statically so you'd be able to do that as well, while Cython would probably express greater performance than Haskell/OCaml for this application since it's closer to the architectural paradigm of C/C++ and so the compilation is simpler and more direct.

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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