Posts Tagged ‘Asirikuy’

Compiler Optimizations: How your backtesting speeds can change depending on how you compile your software

It is only up until recently that I have become seriously concerned with the intensive¬†performance optimization of our F4 programming framework for the backtesting of trading strategies.¬†This has become a necessity since we’re presently doing very intensive mining of machine learning strategies and even small gains in performance can translate into huge savings in time […]

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