Hi, I've been using Zorro and love its back test and live trading features.
Zorro currently integrates with R and Python, which is great when you could utilize existing libraries for more advanced numerical/statistical calculations. However, R and Python are slow, so including calls to them would slow down back test.
Julia is a relatively new high-level language that is as easy as Python and Matlab, but much faster, and can be as fast as C/C++ if some basic care is taken.
For details see: Julialang.org
and Julia Computing
A lot of great packages
already exist in the Julia ecosystem.
I wonder if there is a possibility to integrate with Julia? Julia itself can easily call C libraries
with almost no overhead. Would that help? Or is there some documentation on how R and/or Python is integrated, so we could borrow the approach for Julia as well?