I agree completely.
âKnowing what you intend to buildâ?? Then we must be masters of all markets, with our crystal balls able to foresee the design of a profitable...
Iâm sorry I come off as defensive. I'm just trying to have an interesting debate here, and hoping the truth will come out. I wonât argue these...
You're only half agreeing with me here. We all agree on correctness and good design, including efficient design from the start. But what if the...
Hi Martin, Yeah it is getting old, and taking too much time. Maybe we should call a truce? Agree to disagree? Perhaps I am using the term...
The debate between Sparohok and myself concerned optimization vs. expressiveness for backtesting, not real time execution of a system. I assumed...
Future needs? Markets change in unpredictable ways, especially long-term. You canât predict that. Like I said to Sparohok earlier, what...
The point I keep trying to make is that optimization is actually easier, much easier than you portray. Yes, beginning programmers shouldnât have...
Sure the analysis might be valid, maybe even serious. Plenty can do serious analysis with a calculator, or all in their head. However, in a...
Why do you make such silly arguments? Plenty of traders are making money without any computational optimization, both now and 10 years ago. Most...
Yes, there may be a somewhat steeper learning curve. More advanced analysis always has a steeper learning curve. Significantly more complex?...
Excellent design.
Sorry for the confusion. I realized my mistake but missed the 60 minute post-editing window. I was only criticizing the lack of main memory...
Do you even realize what you are saying? Computational efficiency does matter when you are talking about 1 to 4 orders of magnitude improvements....
That's excellent! Care to share any other details? I use Matlab and C (MEX functions).
Tick delimited time scales are not usually appropriate for calculating covariances. It is better to index the ticks by some time interval,...
I'm not sure how database query speed can be accurately compared here. It depends on physical record size and internal organization. Does the...
2000 combinations * 81000 records / 10 seconds = 16.2M records*combinations per second. Not bad. In Matlab and C on a 2.5GHz Pentium 4 it is...
Wrong in general. The problem must be approached differently. Ticks are no less efficient than an equal number of bars or any data points for that...
There's no free lunch. You are trading in computaional and algorithmic challenges for less opportunities design-wise.
Separate names with a comma.