Traders' Roundtable

Guy, it seems to me that backtesting is one area in which focusing on speed is certainly warranted. In an application in which the inner loop can be run millions or tens of millions of times, you don't want to be wasteful.

Load balancing on a network is certainly a valid way to increase processing ...

I'm using C and trying to keep it as simple as possible. I originally tried both Perl and Ruby, but they were far too slow, even when I coded the inner loops in C. In fact, writing the whole thing in C is easier than I thought it would be, and it's blazing fast.

I'm currently testing the US stock ...

I'm currently programming my system in Ruby, an elegant objected oriented language. It integrates easily and efficiently with C, so I use C to load the market data into memory and fetch quotes.

Ruby has the advantages of being free and running on almost any platform and it is very powerful. C is ...