Do you have any suggestions of free or cheap libraries helpful in developing an auto system? I've run across a few and would appreciate hearing how well these have worked for others... General frameworks: 1) "Root", a framework from CERN that operates , used for high energy particle physics (HEP), but with obvious application possibilities for high frequency finance 2) "Openscientiest", another HEP framework 2) "ACE", a framework from Doug Schmidt of WashU that simplifies networking 3) "Boost" Finance Libraries: 1) Ta-Lib 2) Quantlib Any other libraries you find useful for C++ development?
I have used TA-Lib before and was not dissatisfied with it. It provided a huge array of technical indicators and calculations. However, I found that if I rewrote the small subset of TA methods that I actually used in my systems, I could optimize them much further and get them to perform faster. This is not only important to speed up backtesting (especially when you're optimizing over large ranges), but when you're trading realtime, every bit of speed you can get will help. I have had no experience with any of the other libraries you mentioned and would also be interested to hear yours and others' experiences with them. Thanks. - Paccc
Boost is great, ACE is a bit heavy, also don't really know why that would be useful in trading. If you want networking try 'asio' (soon to be included in Boost)
Come on now giladbi. That's a rediculous question isn't it? http://www.google.com/search?q=BOOS...ient=firefox-a&rls=org.mozilla:en-US:official
thanks i am not a programmer so i had no idea where / who etc. i will email it to my guy. thanks again