Traders' Roundtable

I don't disagree with being efficient. I just get the impression that a lot of time is spent in gaining an extra few seconds rather than thinking about the problems at hand. There are some obvious concepts that you need to test and undersand such as using doubles instead of decimal and that sort of ...

IMO people coding simulation systems tend to spend too much time worrying about speed and not enough time thinking about what they are testing. Although speed is an issue and innefficient algorthms should be avoided there are ways of getting around this by doing batch testing, using threads and ...

My initial speed comparisons showed that there was no delay in using events as opposed to directly looping over the records from the data base but I agree that you have to look carefully at the speed consideration when designing the underlying system such that you don't impact that particular aspect ...

I use C# for my back testing and simulating. Interested in hearing how others have designed their systems. I'm using an event model to channel data through the system which raises buy/sell signals which get fed into a trade management system (TMS) into which the data (prices) are also fed (via ...