New Bloomberg Backtesting Functionality

Discussion in 'Automated Trading' started by ballsofgold, May 25, 2011.

  1. Eight

    Eight

    AMIBroker is small sized program and it runs entirely in the processor's cache memory. There probably isn't anything faster but I'm not sure that speed is king, OpenQuant has a simulated annealing algo that can test a very large variable space in a reasonable time...

    Someone told me a long time ago that Bloomberg news is very bearish, maybe that bias is because they are in the fixed income space rather than the equities space...
     
    #11     May 27, 2011