New trading systems platform

Joel Reymont <>
Thu Jul 7 22:44:35 CEST 2005


On Jul 7, 2005, at 10:40 PM, HP Wei wrote:

>   A complicated trading model (involving CPU intensive calculations
>   such as regression, optimization etc) coded in pure Erlang
>   may not be fast enough.
>   I believe those big shots on Wall Street use C/C++ for their
>   model calculations.

I'm going to hook up Common Lisp, either as a linked-in driver or as  
a port. But only if speed proves to be lacking.

>   I just want to point out that to store tick data
>   of many years needs a LOT of disk space plus
>   the capability of compression (when writing)
>   (and decompression when reading)  in your database design.

Do you have a model for tick data storage? Fields, etc.

Why would I bother to compress/decompress? Wouldn't keeping 1-2-3Gb  
in-memory be enough? Should I really care about disk storage?



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