I’m new to OCaml, and I’m looking at it for building a trading simulator because of the correctness guarantees it offers. On the other hand, I want to use Julia for the heavier, more computational parts—things like models that simulate various scenarios, and solvers that try to find equilibrium or prices or whatever. Julia is amazing at that, and being able to write math notation in Julia is just fantastic.
I’m also really allergic to code verbosity: I like it when code stays simple, elegant, and clear, and that’s one reason I’m drawn to functional programming in the first place.
I don’t want to “glue” OCaml to C or Julia via FFI (I don’t have the time, nor the motivation/interest to do it). So, I’m guessing the only remaining option—unless there’s something simpler or cleaner I haven’t thought of—is to communicate through some protocol or process (IPC).