Why not Python, PHP, Ruby, .Net, Java or any other language?
Any development environment that supports the building and backtesting of trading systems has to deal with time series data and the challenges of how to represent this data internally as well as making it easy for the end user to manipulate, process and view the data. Typically there are two choices available: to retro-fit an existing language or to design a new language from scratch. There are pros and cons to both options, but we felt it was better to use an existing language as it provides an optimal functionality set. Perl is well suited to be used as a base for a trading system language, as it’s syntax is flexible enough to cope with the demands of storing and processing time series data while being easily embedded into other environments. The end result is that 90% of trading systems written within Seer would not use major Perlisms with the syntax being familiar (if not identical in some cases) to the above languages. Should you need, or wish to use the full power of the Perl lan
