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Automated trading systems very often use doubles for money, and so do quant libs.


Correct. The solution is usually that they'll just create special functions for doing numeric comparisons, that accept an adjustable epsilon margin of error, to use instead of the built-in numeric comparison functions.

There're a lot of silly myths about investment software on hacker news / reddit. Truth is that the code is usually much more hastily written, but with more tests or redundant systems implemented to cross validate results.

The idea that precise decimal types will be used throughout the systems is a bit silly. All the data typically will be going though off the shelf machine learning models, all of which just used plain floating types.




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