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It seems to me the time is ripe for Visual DSLs to appear in the financial quantitative domain – you can imagine the pure housekeeping involved in having 2500 trade strategies operating across 3500 tick feeds.. hmmm.
So you might be asking what the hell is a DSL? A DSL or Domain Specific Language can mean many things, but usually falls into 2 classes – Visual and Textual.
Say I want to create a web app that generates some HTML page dynamically… regardless of whether I program in Ruby or Lisp I really want a nicer way to open and close HTML tags than
print('<html>\n') ... print(</html>\n')
… a textual DSL gives you a language that is a much closer match to the problem .. I want to just write something like
