That looks super fun! Are they still using this? I was at MS a few years before that, still dealing with a few legacy things in A+. There were hopes that we'd switch to something like F#, but we ended up just re-doing most of the mortgage analytics in kdb/q, which was fun in its own way.
Yep still used (pre and post trade, processing millions of orders and billions of market data events per day).
I'd like to grow it into a successor to kdb, though kdb is very entrenched in finance and the company is extremely litigious (they threatened to sue me).
F# is great too, and all of the other ML variants. We'll get there eventually, it's inevitable, but there's a lot of institutional inertia.
