I did not mean that he had to build it, just that CL is not the fastest LISP dialect out there. You need to sacrifice a few features when looking for stupid levels of speed. Still you can can use a LISP for this stuff even if it's not CL.
Keep in mind that GOAL was designed for deployment on a game console. Also, a lot of the bottle-neck issues that games face are not the same as in high performance, number crunching finance software. Games are graphics, I/O and event processing heavy. In addition, games are compile once and give it to thousands of people type software. While analysis software is often writen once, but tweaked and updated by the end user very frequently. Common Lisp would be just perfect for this type of two stage explore/optimize usage; the development environment is posh, and the performance can get as raw as you want it to be.
My intentions for playing with the language is to rewrite enough of QuantLib, a large library I feel comfortable with, for myself using Lisp so that I can eventually run an equivalent of the Equity Options Example found in the source download. It's just learning at this point, taking something I know and rewriting it in a different language in order to get to know the language better. It will take some time.
