Engineering Alpha

Engineering Alpha

More OCaml for Institutional Quantitative Trading

Part II: Building Our First Trading Domain Types

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 09, 2026
∙ Paid

In Part I, we made the case for OCaml in institutional quantitative trading.

The basic argument was simple: trading systems are full of states, rules, and edge cases. OCaml gives us a way to model those things clearly, then lets the compiler help us keep the model honest.

Now we are going to get more practical.

This article is not a full OCaml tutorial. It…

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