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Is anybody using Clojure for developing automated trading strategies? What is your experience? I am anticipating learning Clojure and wanted to know whether or not I could use it in this context. If there are any resources for using it in this context, please provide a link. I am currently only using Ruby and JavaScript for web development.
I haven’t seen any clojure-specific work in this area, though that probably has more to do with clojure being a brand new language than anything else. Certainly, clojure’s quantitative capabilities are growing — have a look at incanter if you haven’t already.
If it’s low-latency/high-speed trading, then I have my doubts as to whether clojure would be appropriate (despite clojure being my favourite language). C++ really seems to be the best option in this regard.