New trading systems platform
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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